+372.3%
EAT vs EFV
+167.0%
+205.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | +0.1% |
| 7D | -6.2% | -2.0% | -4.2% | -3.4% |
| 30D | -3.0% | -0.2% | -2.8% | -2.7% |
| 3M | +45.6% | +9.1% | +36.5% | +28.5% |
| 6M | +53.5% | +11.7% | +41.8% | +30.4% |
| YTD | +49.6% | +17.0% | +32.5% | +18.4% |
| 1Y | +38.9% | +26.7% | +12.2% | -2.3% |
| 3Y | +589.7% | +90.2% | +499.5% | +158.8% |
| 5Y | +318.7% | +96.1% | +222.6% | +50.0% |
| All | +372.3% | +167.0% | +205.2% | +23.7% |
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