+163.0%
EFV vs SUI
+104.3%
+58.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | +1.0% | -3.1% | +4.1% | +1.9% |
| 30D | +0.2% | -2.3% | +2.5% | +0.8% |
| 3M | +9.6% | -2.8% | +12.4% | +10.2% |
| 6M | +14.0% | -12.4% | +26.4% | +18.1% |
| YTD | +18.5% | -3.3% | +21.8% | +19.1% |
| 1Y | +27.9% | -5.8% | +33.7% | +29.4% |
| 3Y | +92.4% | +12.5% | +80.0% | +81.4% |
| 5Y | +97.2% | -32.9% | +130.0% | +115.2% |
| 10Y | +163.0% | +104.4% | +58.6% | +129.4% |
| All | +163.0% | +104.3% | +58.7% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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