-65.6%
EL vs EFV
+92.8%
-158.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.4% |
| 7D | +2.7% | +0.7% | +1.9% | +1.7% |
| 30D | +10.8% | +2.0% | +8.8% | +8.2% |
| 3M | +26.5% | -1.6% | +28.1% | +29.0% |
| 6M | +31.1% | +5.8% | +25.4% | +22.5% |
| YTD | +6.6% | +15.6% | -9.0% | -10.1% |
| 1Y | +21.8% | +19.0% | +2.8% | -0.7% |
| 3Y | +1.8% | +90.7% | -88.9% | -52.4% |
| 5Y | -65.6% | +92.8% | -158.3% | -83.9% |
| All | -65.6% | +92.8% | -158.4% | -83.9% |
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