+248.7%
EFV vs SPY
+800.7%
-552.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.7% |
| 7D | +2.5% | +2.6% | -0.1% | 0.0% |
| 30D | +2.9% | -2.0% | +4.9% | +4.8% |
| 3M | -1.4% | -2.8% | +1.4% | +1.1% |
| 6M | +5.5% | +2.1% | +3.4% | +3.0% |
| YTD | +16.1% | +11.5% | +4.6% | +3.9% |
| 1Y | +20.3% | +13.5% | +6.8% | +5.8% |
| 3Y | +90.4% | +77.7% | +12.7% | +4.6% |
| 5Y | +93.5% | +72.6% | +20.9% | +7.1% |
| 10Y | +161.5% | +308.2% | -146.7% | -45.0% |
| All | +248.7% | +800.7% | -552.0% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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