+297.3%
ESI vs EFV
+169.9%
+127.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.8% |
| 7D | -4.6% | -0.8% | -3.8% | -3.7% |
| 30D | -10.5% | +0.6% | -11.1% | -11.2% |
| 3M | -19.8% | +7.5% | -27.3% | -26.7% |
| 6M | +5.8% | +13.0% | -7.2% | -8.4% |
| YTD | +38.3% | +18.3% | +20.0% | +13.5% |
| 1Y | +31.5% | +26.7% | +4.8% | -0.3% |
| 3Y | +80.7% | +89.6% | -8.9% | -15.4% |
| 5Y | +69.4% | +98.2% | -28.8% | -24.2% |
| All | +297.3% | +169.9% | +127.4% | +29.5% |
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