+246.8%
ET vs EFV
+94.1%
+152.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | +1.4% | -2.0% | +3.4% | +2.6% |
| 30D | +4.6% | -0.2% | +4.8% | +4.6% |
| 3M | +16.0% | +9.1% | +6.9% | +9.4% |
| 6M | +22.8% | +11.7% | +11.1% | +13.3% |
| YTD | +38.9% | +17.0% | +21.8% | +23.3% |
| 1Y | +34.1% | +26.7% | +7.4% | +12.0% |
| 3Y | +98.8% | +90.2% | +8.7% | +18.8% |
| 5Y | +246.8% | +96.1% | +150.7% | +101.2% |
| All | +246.8% | +94.1% | +152.7% | +101.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling