+87.5%
ES vs EFV
+162.1%
-74.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.0% |
| 7D | 0.0% | -0.5% | +0.5% | +0.3% |
| 30D | -1.0% | 0.0% | -1.0% | -1.1% |
| 3M | +1.5% | +8.4% | -6.9% | -2.8% |
| 6M | -3.5% | +12.3% | -15.8% | -9.4% |
| YTD | +7.0% | +17.4% | -10.4% | -2.1% |
| 1Y | +15.3% | +27.1% | -11.8% | +1.1% |
| 3Y | +30.2% | +90.7% | -60.5% | -8.2% |
| 5Y | -4.3% | +95.6% | -99.9% | -34.2% |
| 10Y | +87.5% | +165.3% | -77.8% | -5.0% |
| All | +87.5% | +162.1% | -74.6% | -5.0% |
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