+171.0%
EXC vs EFV
+248.5%
-77.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +0.1% | +2.1% | -2.1% | -1.3% |
| 30D | +9.0% | +3.1% | +6.0% | +7.0% |
| 3M | +3.3% | -1.3% | +4.6% | +4.0% |
| 6M | +5.7% | +6.0% | -0.4% | +1.6% |
| YTD | +7.3% | +15.8% | -8.5% | -2.8% |
| 1Y | +2.9% | +21.1% | -18.2% | -9.4% |
| 3Y | +29.3% | +91.0% | -61.7% | -15.2% |
| 5Y | +40.1% | +94.3% | -54.2% | -10.3% |
| 10Y | +197.7% | +160.4% | +37.2% | +56.4% |
| All | +171.0% | +248.5% | -77.5% | +8.9% |
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 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