+252.7%
EFV vs BG
+229.9%
+22.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | 0.0% | +10.3% | -10.3% | -3.3% |
| 3M | +8.4% | -1.9% | +10.3% | +8.3% |
| 6M | +12.3% | +5.2% | +7.1% | +9.2% |
| YTD | +17.4% | +41.2% | -23.8% | +3.4% |
| 1Y | +27.1% | +50.5% | -23.4% | +8.9% |
| 3Y | +90.7% | +19.9% | +70.8% | +72.4% |
| 5Y | +95.6% | +86.7% | +8.9% | +46.7% |
| 10Y | +165.3% | +167.5% | -2.2% | +60.6% |
| All | +252.7% | +229.9% | +22.8% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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