+67.3%
ED vs EFV
+95.4%
-28.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -0.2% | -0.5% | +0.3% | 0.0% |
| 30D | +1.9% | 0.0% | +1.9% | +1.9% |
| 3M | +1.9% | +8.4% | -6.6% | -0.4% |
| 6M | -2.3% | +12.3% | -14.6% | -5.5% |
| YTD | +10.9% | +17.4% | -6.5% | +5.7% |
| 1Y | +14.5% | +27.1% | -12.6% | +6.4% |
| 3Y | +33.4% | +90.7% | -57.3% | +7.1% |
| 5Y | +67.3% | +95.6% | -28.3% | +28.6% |
| All | +67.3% | +95.4% | -28.1% | +28.6% |
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