-13.0%
EFX vs EFV
+88.2%
-101.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -11.1% | -2.0% | -9.1% | -9.5% |
| 30D | -7.4% | -0.2% | -7.2% | -7.2% |
| 3M | +1.5% | +9.1% | -7.6% | -6.6% |
| 6M | -13.7% | +11.7% | -25.4% | -22.6% |
| YTD | -21.9% | +17.0% | -38.9% | -34.0% |
| 1Y | -30.8% | +26.7% | -57.5% | -46.5% |
| All | -13.0% | +88.2% | -101.2% | -58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling