+92.4%
EFV vs TAP
-31.5%
+123.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.2% |
| 7D | +1.0% | -2.3% | +3.3% | +1.3% |
| 30D | +0.2% | -9.4% | +9.6% | +1.4% |
| 3M | +9.6% | -0.8% | +10.4% | +9.5% |
| 6M | +14.0% | -14.7% | +28.8% | +16.2% |
| YTD | +18.5% | -13.9% | +32.4% | +20.3% |
| 1Y | +27.9% | -18.6% | +46.5% | +31.0% |
| 3Y | +92.4% | -32.0% | +124.5% | +99.0% |
| All | +92.4% | -31.5% | +123.9% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling