+1,278.0%
AAPL vs EFV
+169.9%
+1,108.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +0.8% |
| 7D | +3.8% | -0.8% | +4.7% | +4.6% |
| 30D | +9.9% | +0.6% | +9.3% | +9.3% |
| 3M | +12.5% | +7.5% | +5.0% | +5.6% |
| 6M | +27.6% | +13.0% | +14.6% | +14.4% |
| YTD | +22.6% | +18.3% | +4.2% | +5.4% |
| 1Y | +45.0% | +26.7% | +18.2% | +17.2% |
| 3Y | +87.8% | +89.6% | -1.8% | +6.1% |
| 5Y | +128.7% | +98.2% | +30.5% | +23.8% |
| All | +1,278.0% | +169.9% | +1,108.1% | +543.5% |
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