+1,218.2%
BE vs EFV
+94.1%
+1,124.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.5% |
| 7D | +9.7% | -2.0% | +11.7% | +13.8% |
| 30D | +22.4% | -0.2% | +22.6% | +23.0% |
| 3M | +10.4% | +9.1% | +1.2% | -4.5% |
| 6M | +67.9% | +11.7% | +56.2% | +40.0% |
| YTD | +197.5% | +17.0% | +180.4% | +129.2% |
| 1Y | +310.6% | +26.7% | +283.8% | +177.1% |
| 3Y | +1,657.2% | +90.2% | +1,567.1% | +481.8% |
| 5Y | +1,218.2% | +96.1% | +1,122.1% | +310.7% |
| All | +1,218.2% | +94.1% | +1,124.1% | +310.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling