+105.0%
ED vs EFV
+167.0%
-62.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.9% | -2.0% | +0.1% | -1.2% |
| 30D | +0.1% | -0.2% | +0.3% | +0.1% |
| 3M | 0.0% | +9.1% | -9.1% | -3.1% |
| 6M | -2.5% | +11.7% | -14.2% | -6.6% |
| YTD | +10.1% | +17.0% | -6.9% | +3.6% |
| 1Y | +13.6% | +26.7% | -13.1% | +3.6% |
| 3Y | +32.4% | +90.2% | -57.7% | +2.4% |
| 5Y | +69.9% | +96.1% | -26.2% | +28.2% |
| All | +105.0% | +167.0% | -62.0% | +21.8% |
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