-12.1%
DOW vs EFV
+127.3%
-139.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.1% | -3.4% |
| 7D | -1.4% | -0.8% | -0.6% | -0.5% |
| 30D | -3.9% | +0.6% | -4.6% | -4.8% |
| 3M | -12.7% | +7.5% | -20.2% | -20.7% |
| 6M | -13.7% | +13.0% | -26.7% | -28.0% |
| YTD | +28.4% | +18.3% | +10.1% | +0.6% |
| 1Y | +21.8% | +26.7% | -5.0% | -12.5% |
| 3Y | -35.7% | +89.6% | -125.3% | -72.6% |
| 5Y | -36.8% | +98.2% | -135.0% | -74.8% |
| All | -12.1% | +127.3% | -139.4% | -68.0% |
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 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