+46.2%
EXC vs EFV
+96.3%
-50.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | +1.2% | +1.0% | +0.2% | +0.9% |
| 30D | -2.7% | +0.2% | -2.9% | -2.8% |
| 3M | -1.0% | +9.6% | -10.6% | -4.3% |
| 6M | -9.3% | +14.0% | -23.3% | -13.8% |
| YTD | +3.6% | +18.5% | -14.8% | -3.4% |
| 1Y | +5.9% | +27.9% | -22.0% | -4.5% |
| 3Y | +21.3% | +92.4% | -71.2% | -10.2% |
| 5Y | +46.2% | +97.2% | -51.0% | +2.1% |
| All | +46.2% | +96.3% | -50.1% | +2.1% |
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