+89.2%
ES vs EFV
+159.5%
-70.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +0.9% | +2.1% | -1.3% | -0.3% |
| 30D | +5.9% | +3.1% | +2.9% | +4.2% |
| 3M | -1.0% | -1.3% | +0.3% | -0.5% |
| 6M | +7.2% | +6.0% | +1.2% | +3.7% |
| YTD | +7.0% | +15.8% | -8.9% | -1.5% |
| 1Y | +0.5% | +21.1% | -20.6% | -9.7% |
| 3Y | +48.7% | +91.0% | -42.3% | +4.6% |
| 5Y | +1.9% | +94.3% | -92.4% | -29.7% |
| 10Y | +89.2% | +160.4% | -71.3% | -3.1% |
| All | +89.2% | +159.5% | -70.4% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling