+39.7%
EFX vs EFV
+169.9%
-130.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.3% |
| 7D | -4.5% | -0.8% | -3.7% | -3.9% |
| 30D | -6.1% | +0.6% | -6.7% | -6.5% |
| 3M | +6.2% | +7.5% | -1.3% | 0.0% |
| 6M | -11.2% | +13.0% | -24.2% | -20.0% |
| YTD | -21.4% | +18.3% | -39.7% | -32.1% |
| 1Y | -34.3% | +26.7% | -61.0% | -46.4% |
| 3Y | -12.5% | +89.6% | -102.1% | -48.3% |
| 5Y | -35.6% | +98.2% | -133.8% | -63.4% |
| All | +39.7% | +169.9% | -130.2% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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