+173.8%
ET vs EFV
+169.9%
+3.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.8% |
| 7D | +0.2% | -0.8% | +1.0% | +0.9% |
| 30D | +2.9% | +0.6% | +2.2% | +2.2% |
| 3M | +16.8% | +7.5% | +9.3% | +8.9% |
| 6M | +18.9% | +13.0% | +5.8% | +4.7% |
| YTD | +37.7% | +18.3% | +19.4% | +15.5% |
| 1Y | +32.4% | +26.7% | +5.7% | +3.6% |
| 3Y | +99.5% | +89.6% | +9.9% | +2.3% |
| 5Y | +244.0% | +98.2% | +145.7% | +66.7% |
| All | +173.8% | +169.9% | +3.9% | -2.0% |
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 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