+312.6%
EAT vs EFV
+95.4%
+217.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.3% |
| 7D | -6.8% | -0.5% | -6.3% | -6.3% |
| 30D | -5.4% | 0.0% | -5.4% | -5.3% |
| 3M | +42.8% | +8.4% | +34.3% | +30.6% |
| 6M | +56.5% | +12.3% | +44.2% | +37.4% |
| YTD | +50.0% | +17.4% | +32.6% | +25.1% |
| 1Y | +38.3% | +27.1% | +11.1% | +5.2% |
| 3Y | +591.6% | +90.7% | +500.9% | +218.4% |
| 5Y | +312.6% | +95.6% | +217.0% | +79.1% |
| All | +312.6% | +95.4% | +217.2% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling