+96.9%
EFV vs SUI
-32.0%
+128.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.5% | -2.8% | +4.3% | +2.2% |
| 30D | +1.7% | -1.2% | +2.9% | +2.0% |
| 3M | +8.6% | -1.7% | +10.4% | +8.9% |
| 6M | +11.7% | -10.5% | +22.1% | +14.5% |
| YTD | +19.3% | -1.8% | +21.1% | +19.4% |
| 1Y | +30.2% | -4.1% | +34.3% | +31.0% |
| 3Y | +91.6% | +11.3% | +80.3% | +82.4% |
| All | +96.9% | -32.0% | +128.9% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling