+100.7%
ET vs EFV
+88.7%
+11.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | +0.6% | -0.5% | +1.2% | +0.8% |
| 30D | +5.3% | 0.0% | +5.3% | +5.3% |
| 3M | +15.6% | +8.4% | +7.2% | +11.5% |
| 6M | +20.6% | +12.3% | +8.3% | +13.9% |
| YTD | +38.5% | +17.4% | +21.1% | +27.0% |
| 1Y | +35.7% | +27.1% | +8.6% | +18.2% |
| All | +100.7% | +88.7% | +11.9% | +34.2% |
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