+23.5%
EL vs EFV
+167.0%
-143.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.0% |
| 7D | -4.4% | -2.0% | -2.4% | -2.4% |
| 30D | +10.3% | -0.2% | +10.5% | +10.6% |
| 3M | +13.4% | +9.1% | +4.2% | +4.2% |
| 6M | +3.1% | +11.7% | -8.6% | -7.5% |
| YTD | -6.9% | +17.0% | -24.0% | -19.8% |
| 1Y | +11.9% | +26.7% | -14.8% | -10.6% |
| 3Y | -33.8% | +90.2% | -124.0% | -63.8% |
| 5Y | -69.0% | +96.1% | -165.1% | -83.4% |
| All | +23.5% | +167.0% | -143.5% | -48.5% |
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