+565.7%
AMZN vs EFV
+169.9%
+395.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.1% |
| 7D | -0.7% | -0.8% | +0.1% | 0.0% |
| 30D | -3.9% | +0.6% | -4.6% | -4.4% |
| 3M | +6.3% | +7.5% | -1.2% | +0.6% |
| 6M | +20.8% | +13.0% | +7.7% | +10.0% |
| YTD | +11.2% | +18.3% | -7.1% | -2.4% |
| 1Y | +11.7% | +26.7% | -15.1% | -7.1% |
| 3Y | +79.4% | +89.6% | -10.1% | +9.2% |
| 5Y | +48.0% | +98.2% | -50.2% | -12.9% |
| All | +565.7% | +169.9% | +395.8% | +232.2% |
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