+163.5%
EFV vs TAP
-50.5%
+214.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -0.5% | -5.1% | +4.6% | +0.9% |
| 30D | 0.0% | -8.4% | +8.5% | +2.3% |
| 3M | +8.4% | -3.9% | +12.3% | +9.1% |
| 6M | +12.3% | -14.4% | +26.7% | +16.4% |
| YTD | +17.4% | -14.7% | +32.1% | +21.4% |
| 1Y | +27.1% | -18.7% | +45.8% | +32.8% |
| 3Y | +90.7% | -32.6% | +123.4% | +107.3% |
| 5Y | +95.6% | -1.4% | +97.0% | +85.1% |
| All | +163.5% | -50.5% | +214.0% | +168.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling