+593.7%
ES vs EFV
+249.8%
+343.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.8% |
| 7D | -0.1% | +1.7% | -1.8% | -0.9% |
| 30D | +5.7% | +3.4% | +2.3% | +4.0% |
| 3M | -2.8% | -1.7% | -1.1% | -2.1% |
| 6M | +7.0% | +6.4% | +0.6% | +3.7% |
| YTD | +6.8% | +16.3% | -9.5% | -1.0% |
| 1Y | -0.5% | +22.9% | -23.4% | -10.1% |
| 3Y | +47.2% | +92.8% | -45.7% | +7.4% |
| 5Y | +2.3% | +93.5% | -91.2% | -26.2% |
| 10Y | +85.6% | +162.1% | -76.5% | +13.0% |
| All | +593.7% | +249.8% | +343.9% | +237.1% |
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 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