+21.2%
EXE vs EFV
+91.8%
-70.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | +5.3% | +2.5% | +2.8% | +4.4% |
| 30D | -2.2% | +2.9% | -5.1% | -3.2% |
| 3M | -5.9% | -1.4% | -4.5% | -5.4% |
| 6M | -5.7% | +5.5% | -11.2% | -7.9% |
| YTD | -17.8% | +16.1% | -33.9% | -24.2% |
| 1Y | -23.1% | +20.3% | -43.4% | -30.6% |
| 3Y | +21.2% | +90.4% | -69.2% | -24.4% |
| All | +21.2% | +91.8% | -70.6% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling