+75.8%
ESI vs EFV
+95.4%
-19.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.1% |
| 7D | +3.9% | -0.5% | +4.4% | +4.6% |
| 30D | -3.8% | 0.0% | -3.8% | -3.8% |
| 3M | -13.1% | +8.4% | -21.5% | -21.5% |
| 6M | +11.3% | +12.3% | -1.0% | -3.4% |
| YTD | +44.1% | +17.4% | +26.7% | +18.6% |
| 1Y | +40.3% | +27.1% | +13.2% | +5.1% |
| 3Y | +84.1% | +90.7% | -6.7% | -16.3% |
| 5Y | +75.8% | +95.6% | -19.8% | -23.3% |
| All | +75.8% | +95.4% | -19.6% | -23.3% |
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