+851.5%
DE vs EFV
+169.9%
+681.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.4% |
| 7D | -2.6% | -0.8% | -1.8% | -1.8% |
| 30D | +9.0% | +0.6% | +8.4% | +8.3% |
| 3M | +19.1% | +7.5% | +11.6% | +10.8% |
| 6M | +14.4% | +13.0% | +1.4% | +1.0% |
| YTD | +45.9% | +18.3% | +27.6% | +22.9% |
| 1Y | +43.6% | +26.7% | +16.9% | +12.7% |
| 3Y | +75.9% | +89.6% | -13.7% | -9.2% |
| 5Y | +98.8% | +98.2% | +0.5% | -2.7% |
| All | +851.5% | +169.9% | +681.6% | +280.9% |
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