+96.1%
EFV vs HRB
+109.9%
-13.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -2.0% | -12.2% | +10.2% | -0.9% |
| 30D | -0.2% | -3.0% | +2.8% | -0.1% |
| 3M | +9.1% | +21.7% | -12.6% | +6.8% |
| 6M | +11.7% | +52.3% | -40.6% | +6.3% |
| YTD | +17.0% | +6.5% | +10.6% | +17.0% |
| 1Y | +26.7% | -6.7% | +33.4% | +29.2% |
| 3Y | +90.2% | +25.1% | +65.0% | +82.1% |
| 5Y | +96.1% | +113.8% | -17.7% | +72.5% |
| All | +96.1% | +109.9% | -13.8% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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