+159.8%
EXC vs EFV
+258.8%
-99.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | +0.3% | +1.5% | -1.2% | -0.6% |
| 30D | -3.7% | +1.7% | -5.5% | -4.7% |
| 3M | -1.3% | +8.6% | -9.9% | -6.3% |
| 6M | -9.7% | +11.7% | -21.4% | -16.1% |
| YTD | +2.9% | +19.3% | -16.4% | -8.3% |
| 1Y | +4.4% | +30.2% | -25.8% | -12.0% |
| 3Y | +22.2% | +91.6% | -69.4% | -19.9% |
| 5Y | +46.7% | +96.4% | -49.7% | -6.6% |
| 10Y | +155.3% | +166.5% | -11.1% | +32.5% |
| All | +159.8% | +258.8% | -99.1% | +2.7% |
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