+198.2%
ESI vs EFV
+136.7%
+61.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.2% |
| 7D | +5.5% | +2.5% | +3.0% | +2.3% |
| 30D | -7.8% | +2.9% | -10.7% | -11.2% |
| 3M | -15.0% | -1.4% | -13.6% | -13.7% |
| 6M | -24.9% | +5.5% | -30.4% | -29.8% |
| YTD | +33.2% | +16.1% | +17.2% | +11.0% |
| 1Y | +24.9% | +20.3% | +4.7% | -0.2% |
| 3Y | +77.8% | +90.4% | -12.7% | -19.7% |
| 5Y | +37.1% | +93.5% | -56.4% | -38.7% |
| 10Y | +320.5% | +161.5% | +159.0% | +30.2% |
| All | +198.2% | +136.7% | +61.5% | 0.0% |
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