+160.9%
EFV vs COO
+40.2%
+120.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -1.0% | -2.3% | +1.3% | -0.3% |
| 30D | +3.1% | +13.3% | -10.2% | -0.6% |
| 3M | -1.2% | -18.1% | +16.8% | +4.0% |
| 6M | +5.6% | +6.7% | -1.0% | +2.2% |
| YTD | +15.8% | -23.2% | +39.0% | +23.8% |
| 1Y | +20.0% | -12.3% | +32.3% | +22.8% |
| 3Y | +91.0% | -23.6% | +114.5% | +97.4% |
| 5Y | +93.7% | -38.7% | +132.4% | +111.9% |
| 10Y | +160.9% | +42.2% | +118.7% | +130.6% |
| All | +160.9% | +40.2% | +120.8% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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