+196.7%
EXC vs EFV
+163.3%
+33.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.1% |
| 7D | +1.4% | +2.5% | -1.2% | -0.3% |
| 30D | +8.6% | +2.9% | +5.6% | +6.5% |
| 3M | +2.4% | -1.4% | +3.8% | +3.2% |
| 6M | +6.5% | +5.5% | +0.9% | +2.4% |
| YTD | +9.0% | +16.1% | -7.0% | -2.3% |
| 1Y | +4.6% | +20.3% | -15.7% | -8.6% |
| 3Y | +33.5% | +90.4% | -56.9% | -17.4% |
| 5Y | +41.4% | +93.5% | -52.1% | -15.1% |
| All | +196.7% | +163.3% | +33.3% | +21.9% |
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