+601.0%
ES vs EFV
+258.8%
+342.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 6M | -3.5% | +11.7% | -15.2% | -8.6% |
| YTD | +7.9% | +19.3% | -11.4% | -1.0% |
| 1Y | +17.2% | +30.2% | -13.0% | +3.1% |
| 3Y | +29.3% | +91.6% | -62.3% | -5.3% |
| 5Y | -5.7% | +96.4% | -102.1% | -32.4% |
| 10Y | +85.2% | +166.5% | -81.3% | +11.9% |
| All | +601.0% | +258.8% | +342.2% | +236.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling