-68.4%
EL vs EFV
+95.4%
-163.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -1.8% |
| 7D | -2.4% | -0.5% | -1.8% | -1.8% |
| 30D | +13.7% | 0.0% | +13.7% | +13.8% |
| 3M | +14.5% | +8.4% | +6.1% | +4.2% |
| 6M | +7.4% | +12.3% | -4.9% | -6.6% |
| YTD | -4.7% | +17.4% | -22.1% | -20.8% |
| 1Y | +12.9% | +27.1% | -14.2% | -14.6% |
| 3Y | -32.2% | +90.7% | -122.9% | -68.0% |
| 5Y | -68.4% | +95.6% | -164.0% | -85.7% |
| All | -68.4% | +95.4% | -163.8% | -85.7% |
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