-3.4%
ES vs EFV
+96.9%
-100.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.3% | +1.5% | -1.2% | -0.4% |
| 30D | -2.0% | +1.7% | -3.7% | -2.8% |
| 3M | +1.7% | +8.6% | -7.0% | -2.4% |
| 6M | -3.5% | +11.7% | -15.2% | -8.8% |
| YTD | +7.9% | +19.3% | -11.4% | -1.4% |
| 1Y | +17.2% | +30.2% | -13.0% | +2.4% |
| 3Y | +29.3% | +91.6% | -62.3% | -6.5% |
| All | -3.4% | +96.9% | -100.3% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling