+101.4%
EXE vs EFV
+95.4%
+6.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.0% |
| 7D | -2.7% | -0.5% | -2.2% | -2.4% |
| 30D | -0.4% | 0.0% | -0.4% | -0.4% |
| 3M | +9.5% | +8.4% | +1.1% | +3.3% |
| 6M | -9.3% | +12.3% | -21.7% | -17.2% |
| YTD | -10.9% | +17.4% | -28.3% | -22.0% |
| 1Y | +4.3% | +27.1% | -22.8% | -14.5% |
| 3Y | +18.8% | +90.7% | -71.9% | -33.0% |
| 5Y | +101.4% | +95.6% | +5.8% | +8.8% |
| All | +101.4% | +95.4% | +6.0% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling