+92.0%
EXEL vs EFV
+25.8%
+66.1%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | -1.2% |
| 7D | +9.8% | +2.9% | +6.9% | +7.9% |
| 30D | +23.6% | +3.6% | +20.0% | +20.9% |
| 3M | +29.9% | -0.1% | +30.0% | +30.1% |
| 6M | +64.7% | +9.6% | +55.1% | +55.7% |
| YTD | +66.0% | +17.0% | +49.0% | +49.8% |
| 1Y | +92.0% | +25.7% | +66.3% | +59.4% |
| All | +92.0% | +25.8% | +66.1% | +59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling