+6,924.1%
EFX vs ES
+1,235.9%
+5,688.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.2% |
| 7D | +2.7% | +1.9% | +0.8% | +2.1% |
| 30D | +33.1% | +7.1% | +26.1% | +30.2% |
| 3M | +8.2% | -1.9% | +10.1% | +9.0% |
| 6M | +10.2% | +4.4% | +5.8% | +8.7% |
| YTD | -11.8% | +7.3% | -19.1% | -14.2% |
| 1Y | -6.1% | +2.1% | -8.2% | -7.5% |
| 3Y | +7.5% | +41.8% | -34.4% | -6.4% |
| 5Y | -30.7% | +1.4% | -32.1% | -32.7% |
| 10Y | +68.7% | +86.8% | -18.1% | +33.7% |
| All | +6,924.1% | +1,235.9% | +5,688.2% | +3,277.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling