+612.7%
EL vs EFV
+258.8%
+353.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.1% |
| 7D | +0.8% | +1.5% | -0.7% | -0.3% |
| 30D | +19.8% | +1.7% | +18.1% | +18.4% |
| 3M | +25.7% | +8.6% | +17.1% | +18.4% |
| 6M | +5.4% | +11.7% | -6.2% | -2.7% |
| YTD | +0.2% | +19.3% | -19.1% | -11.6% |
| 1Y | +20.4% | +30.2% | -9.8% | -0.2% |
| 3Y | -32.1% | +91.6% | -123.7% | -57.0% |
| 5Y | -67.2% | +96.4% | -163.6% | -79.3% |
| 10Y | +31.7% | +166.5% | -134.7% | -32.5% |
| All | +612.7% | +258.8% | +353.8% | +211.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling