+258.3%
EFV vs TAP
+113.2%
+145.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +1.5% | -2.3% | +3.8% | +2.3% |
| 30D | +1.7% | -2.1% | +3.9% | +2.4% |
| 3M | +8.6% | +6.6% | +2.0% | +5.5% |
| 6M | +11.7% | -11.5% | +23.2% | +15.7% |
| YTD | +19.3% | -10.3% | +29.5% | +22.4% |
| 1Y | +30.2% | -14.4% | +44.6% | +35.4% |
| 3Y | +91.6% | -28.3% | +119.9% | +108.4% |
| 5Y | +96.4% | +1.7% | +94.7% | +80.9% |
| 10Y | +166.5% | -49.2% | +215.7% | +206.3% |
| All | +258.3% | +113.2% | +145.2% | +107.3% |
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