+38.7%
ECL vs EFV
+92.6%
-53.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | +0.4% | +2.1% | -1.7% | -1.2% |
| 30D | +8.6% | +3.1% | +5.5% | +6.1% |
| 3M | +7.9% | -1.3% | +9.2% | +9.0% |
| 6M | +21.0% | +6.0% | +15.0% | +15.4% |
| YTD | +17.5% | +15.8% | +1.7% | +4.5% |
| 1Y | +19.7% | +21.1% | -1.4% | +2.7% |
| 3Y | +77.4% | +91.0% | -13.6% | +2.4% |
| 5Y | +38.7% | +94.3% | -55.6% | -22.0% |
| All | +38.7% | +92.6% | -53.9% | -22.0% |
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 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