+30.2%
EFV vs TAP
-14.5%
+44.7%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +1.5% | -2.3% | +3.8% | +1.6% |
| 30D | +1.7% | -2.1% | +3.9% | +1.8% |
| 3M | +8.6% | +6.6% | +2.0% | +8.1% |
| 6M | +11.7% | -11.5% | +23.2% | +12.2% |
| YTD | +19.3% | -10.3% | +29.5% | +19.6% |
| 1Y | +30.2% | -14.4% | +44.6% | +30.7% |
| All | +30.2% | -14.5% | +44.7% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling