+162.1%
EQX vs EFV
+90.2%
+71.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +0.1% |
| 7D | -3.2% | -0.8% | -2.4% | -2.1% |
| 30D | +7.8% | +0.6% | +7.1% | +7.0% |
| 3M | +21.3% | +7.5% | +13.8% | +10.4% |
| 6M | -22.4% | +13.0% | -35.4% | -33.0% |
| YTD | -11.3% | +18.3% | -29.6% | -27.0% |
| 1Y | +13.5% | +26.7% | -13.2% | -13.5% |
| 3Y | +162.1% | +89.6% | +72.6% | +27.0% |
| All | +162.1% | +90.2% | +71.9% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling