+224.6%
ESI vs EFV
+143.3%
+81.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.1% | +3.1% |
| 7D | +3.3% | +1.5% | +1.8% | +1.4% |
| 30D | -5.9% | +1.7% | -7.6% | -7.9% |
| 3M | -14.1% | +8.6% | -22.7% | -22.4% |
| 6M | +6.6% | +11.7% | -5.1% | -6.7% |
| YTD | +45.0% | +19.3% | +25.7% | +17.0% |
| 1Y | +41.5% | +30.2% | +11.2% | +2.8% |
| 3Y | +78.8% | +91.6% | -12.8% | -19.7% |
| 5Y | +70.9% | +96.4% | -25.5% | -24.9% |
| 10Y | +317.1% | +166.5% | +150.6% | +26.6% |
| All | +224.6% | +143.3% | +81.4% | +5.5% |
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 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