+160.8%
EXC vs EFV
+162.1%
-1.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | 0.0% |
| 7D | +0.3% | -0.5% | +0.8% | +0.7% |
| 30D | -0.9% | 0.0% | -0.9% | -0.9% |
| 3M | -2.7% | +8.4% | -11.1% | -7.8% |
| 6M | -9.4% | +12.3% | -21.7% | -16.6% |
| YTD | +3.0% | +17.4% | -14.4% | -8.3% |
| 1Y | +5.1% | +27.1% | -22.0% | -11.5% |
| 3Y | +20.6% | +90.7% | -70.1% | -25.4% |
| 5Y | +45.7% | +95.6% | -49.9% | -13.1% |
| 10Y | +160.8% | +165.3% | -4.5% | +4.5% |
| All | +160.8% | +162.1% | -1.3% | +4.5% |
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