+2,723.7%
DE vs EFV
+253.2%
+2,470.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.3% |
| 7D | -3.0% | -0.5% | -2.5% | -2.6% |
| 30D | +11.1% | 0.0% | +11.1% | +11.1% |
| 3M | +17.6% | +8.4% | +9.2% | +9.0% |
| 6M | +13.6% | +12.3% | +1.2% | +1.6% |
| YTD | +46.3% | +17.4% | +28.9% | +25.5% |
| 1Y | +44.2% | +27.1% | +17.0% | +14.7% |
| 3Y | +76.6% | +90.7% | -14.1% | -4.4% |
| 5Y | +98.2% | +95.6% | +2.6% | +4.1% |
| 10Y | +863.5% | +165.3% | +698.2% | +287.7% |
| All | +2,723.7% | +253.2% | +2,470.5% | +746.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling