+248.0%
EFV vs TAP
+110.4%
+137.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +2.1% | -4.5% | +6.7% | +3.8% |
| 30D | +3.1% | +7.5% | -4.4% | +0.1% |
| 3M | -1.3% | -4.9% | +3.6% | -0.1% |
| 6M | +6.0% | -3.5% | +9.5% | +6.2% |
| YTD | +15.8% | -11.4% | +27.3% | +18.9% |
| 1Y | +21.1% | -10.8% | +31.9% | +23.7% |
| 3Y | +91.0% | -24.5% | +115.5% | +103.0% |
| 5Y | +94.3% | +2.5% | +91.8% | +77.8% |
| 10Y | +160.4% | -47.6% | +208.0% | +193.7% |
| All | +248.0% | +110.4% | +137.6% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling