+32.4%
ET vs EFV
+27.7%
+4.8%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.7% |
| 7D | +0.2% | -0.8% | +1.0% | +0.2% |
| 30D | +2.9% | +0.6% | +2.2% | +2.9% |
| 3M | +16.8% | +7.5% | +9.3% | +17.3% |
| 6M | +18.9% | +13.0% | +5.8% | +19.8% |
| YTD | +37.7% | +18.3% | +19.4% | +36.7% |
| 1Y | +32.4% | +26.7% | +5.7% | +27.6% |
| All | +32.4% | +27.7% | +4.8% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling