+6,459.5%
EFX vs ES
+1,243.3%
+5,216.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.2% |
| 7D | -8.6% | +0.3% | -8.9% | -8.7% |
| 30D | +0.1% | -2.0% | +2.1% | +0.8% |
| 3M | +3.8% | +1.7% | +2.2% | +3.4% |
| 6M | -13.5% | -3.5% | -10.0% | -12.5% |
| YTD | -17.7% | +7.9% | -25.6% | -20.0% |
| 1Y | -25.6% | +17.2% | -42.7% | -30.2% |
| 3Y | -12.1% | +29.3% | -41.4% | -21.2% |
| 5Y | -33.8% | -5.7% | -28.1% | -34.3% |
| 10Y | +45.1% | +85.2% | -40.1% | +15.2% |
| All | +6,459.5% | +1,243.3% | +5,216.2% | +3,046.0% |
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