+1,003.0%
BE vs EFV
+118.3%
+884.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.1% | +5.6% | +4.9% |
| 7D | +9.0% | -0.8% | +9.9% | +10.6% |
| 30D | +16.3% | +0.6% | +15.6% | +15.3% |
| 3M | +10.8% | +7.5% | +3.3% | -0.6% |
| 6M | +73.2% | +13.0% | +60.2% | +44.0% |
| YTD | +217.4% | +18.3% | +199.0% | +146.0% |
| 1Y | +309.8% | +26.7% | +283.1% | +186.0% |
| 3Y | +1,726.2% | +89.6% | +1,636.6% | +581.6% |
| 5Y | +1,306.2% | +98.2% | +1,208.0% | +406.7% |
| All | +1,003.0% | +118.3% | +884.7% | +217.7% |
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