+507.8%
ED vs EFV
+248.5%
+259.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | +2.1% | +2.1% | 0.0% | +1.4% |
| 30D | +12.4% | +3.1% | +9.4% | +11.3% |
| 3M | +13.1% | -1.3% | +14.4% | +13.6% |
| 6M | +14.1% | +6.0% | +8.1% | +11.6% |
| YTD | +23.1% | +15.8% | +7.2% | +16.5% |
| 1Y | +25.4% | +21.1% | +4.3% | +16.9% |
| 3Y | +47.9% | +91.0% | -43.1% | +16.7% |
| 5Y | +81.9% | +94.3% | -12.4% | +41.6% |
| 10Y | +141.3% | +160.4% | -19.2% | +65.0% |
| All | +507.8% | +248.5% | +259.3% | +227.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling