+597.2%
ES vs EFV
+240.5%
+356.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.2% |
| 7D | +1.9% | -0.7% | +2.5% | +2.2% |
| 30D | +7.1% | +0.9% | +6.2% | +6.6% |
| 3M | -1.9% | -3.6% | +1.6% | -0.3% |
| 6M | +4.4% | +2.5% | +1.8% | +3.0% |
| YTD | +7.3% | +13.2% | -5.9% | +0.8% |
| 1Y | +2.1% | +20.3% | -18.2% | -6.8% |
| 3Y | +41.8% | +84.9% | -43.1% | +5.6% |
| 5Y | +1.4% | +87.7% | -86.3% | -25.7% |
| 10Y | +86.8% | +160.7% | -74.0% | +14.0% |
| All | +597.2% | +240.5% | +356.7% | +243.2% |
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