+1,344.7%
EME vs EFV
+169.9%
+1,174.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.2% |
| 7D | +3.5% | -0.8% | +4.3% | +4.4% |
| 30D | -6.3% | +0.6% | -7.0% | -7.0% |
| 3M | -3.8% | +7.5% | -11.3% | -10.4% |
| 6M | +8.5% | +13.0% | -4.5% | -3.7% |
| YTD | +27.8% | +18.3% | +9.5% | +8.2% |
| 1Y | +22.2% | +26.7% | -4.5% | -3.4% |
| 3Y | +253.5% | +89.6% | +163.9% | +83.8% |
| 5Y | +578.6% | +98.2% | +480.4% | +234.0% |
| All | +1,344.7% | +169.9% | +1,174.8% | +431.8% |
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