+178.5%
EXE vs EFV
+113.5%
+65.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -0.3% | +1.5% | -1.7% | -1.3% |
| 30D | +8.5% | +1.7% | +6.7% | +7.1% |
| 3M | +5.5% | +8.6% | -3.2% | -0.8% |
| 6M | -5.9% | +11.7% | -17.6% | -13.8% |
| YTD | -9.7% | +19.3% | -29.0% | -22.0% |
| 1Y | +3.6% | +30.2% | -26.6% | -16.9% |
| 3Y | +18.0% | +91.6% | -73.5% | -33.8% |
| 5Y | +109.4% | +96.4% | +13.0% | +12.7% |
| All | +178.5% | +113.5% | +65.0% | +37.9% |
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