+1,458.7%
ET vs EFV
+210.2%
+1,248.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +0.9% | +1.5% | -0.6% | -0.2% |
| 30D | +7.5% | +1.7% | +5.7% | +6.0% |
| 3M | +11.4% | +8.6% | +2.8% | +4.4% |
| 6M | +18.5% | +11.7% | +6.9% | +8.0% |
| YTD | +37.4% | +19.3% | +18.1% | +18.8% |
| 1Y | +30.9% | +30.2% | +0.7% | +5.7% |
| 3Y | +98.7% | +91.6% | +7.2% | +18.4% |
| 5Y | +230.7% | +96.4% | +134.3% | +92.8% |
| 10Y | +175.6% | +166.5% | +9.1% | +33.4% |
| All | +1,458.7% | +210.2% | +1,248.5% | +510.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling