+169.7%
EXE vs EFV
+111.7%
+58.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.9% |
| 7D | -3.1% | -0.8% | -2.3% | -2.6% |
| 30D | -0.9% | +0.6% | -1.6% | -1.4% |
| 3M | +9.6% | +7.5% | +2.0% | +3.8% |
| 6M | -11.6% | +13.0% | -24.6% | -19.8% |
| YTD | -12.6% | +18.3% | -30.9% | -24.1% |
| 1Y | +1.2% | +26.7% | -25.6% | -17.1% |
| 3Y | +18.0% | +89.6% | -71.5% | -33.3% |
| 5Y | +101.1% | +98.2% | +2.9% | +7.0% |
| All | +169.7% | +111.7% | +58.0% | +34.3% |
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