+310.8%
EAT vs EFV
+163.3%
+147.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | -0.2% |
| 7D | -4.0% | +2.5% | -6.5% | -7.5% |
| 30D | -2.9% | +2.9% | -5.8% | -6.8% |
| 3M | -16.9% | -1.4% | -15.5% | -15.3% |
| 6M | +57.0% | +5.5% | +51.4% | +44.4% |
| YTD | +38.2% | +16.1% | +22.1% | +10.2% |
| 1Y | +69.3% | +20.3% | +49.0% | +27.9% |
| 3Y | +483.0% | +90.4% | +392.5% | +115.7% |
| 5Y | +364.1% | +93.5% | +270.7% | +68.0% |
| All | +310.8% | +163.3% | +147.5% | +7.3% |
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