-35.9%
EFX vs EFV
+94.1%
-130.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -11.1% | -2.0% | -9.1% | -9.4% |
| 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% | -33.5% |
| 1Y | -30.8% | +26.7% | -57.5% | -45.6% |
| 3Y | -12.4% | +90.2% | -102.5% | -53.6% |
| 5Y | -35.9% | +96.1% | -132.0% | -68.2% |
| All | -35.9% | +94.1% | -130.0% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling