+28.1%
EIX vs EFV
+97.2%
-69.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.9% |
| 7D | +0.9% | +1.0% | -0.1% | +0.3% |
| 30D | -13.5% | +0.2% | -13.7% | -13.7% |
| 3M | -15.3% | +9.6% | -24.9% | -19.9% |
| 6M | -15.3% | +14.0% | -29.4% | -22.2% |
| YTD | +2.7% | +18.5% | -15.7% | -7.9% |
| 1Y | +17.4% | +27.9% | -10.5% | +0.4% |
| 3Y | -1.3% | +92.4% | -93.8% | -34.2% |
| All | +28.1% | +97.2% | -69.0% | -20.2% |
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