+255.4%
EFV vs SNY
+125.4%
+130.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -0.8% | -3.3% | +2.5% | +0.9% |
| 30D | +0.6% | -2.2% | +2.8% | +1.7% |
| 3M | +7.5% | -3.0% | +10.6% | +8.7% |
| 6M | +13.0% | +2.7% | +10.3% | +10.6% |
| YTD | +18.3% | -6.8% | +25.2% | +21.5% |
| 1Y | +26.7% | -5.3% | +32.0% | +28.4% |
| 3Y | +89.6% | -9.8% | +99.4% | +87.9% |
| 5Y | +98.2% | +9.7% | +88.5% | +70.0% |
| 10Y | +167.4% | +64.5% | +102.9% | +69.6% |
| All | +255.4% | +125.4% | +130.0% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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