+153.4%
EXE vs EFV
+107.7%
+45.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.6% |
| 7D | +5.3% | +2.5% | +2.8% | +3.5% |
| 30D | -2.2% | +2.9% | -5.1% | -4.2% |
| 3M | -5.9% | -1.4% | -4.5% | -5.2% |
| 6M | -5.7% | +5.5% | -11.2% | -9.7% |
| YTD | -17.8% | +16.1% | -33.9% | -27.8% |
| 1Y | -23.1% | +20.3% | -43.4% | -34.5% |
| 3Y | +21.2% | +90.4% | -69.2% | -32.2% |
| 5Y | +78.8% | +93.5% | -14.7% | -3.4% |
| All | +153.4% | +107.7% | +45.7% | +27.6% |
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