+363.1%
EXEL vs EFV
+167.0%
+196.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.3% |
| 7D | -2.9% | -2.0% | -0.9% | -1.5% |
| 30D | +11.9% | -0.2% | +12.1% | +12.0% |
| 3M | +9.2% | +9.1% | +0.1% | +2.9% |
| 6M | +39.1% | +11.7% | +27.4% | +28.8% |
| YTD | +31.0% | +17.0% | +14.0% | +17.5% |
| 1Y | +52.3% | +26.7% | +25.6% | +29.4% |
| 3Y | +159.7% | +90.2% | +69.6% | +65.4% |
| 5Y | +187.7% | +96.1% | +91.6% | +76.4% |
| All | +363.1% | +167.0% | +196.1% | +173.0% |
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