+311.7%
EXEL vs EFV
+163.3%
+148.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | -0.8% | +2.5% | -3.4% | -2.5% |
| 30D | +13.1% | +2.9% | +10.2% | +10.9% |
| 3M | +36.3% | -1.4% | +37.8% | +37.6% |
| 6M | +34.5% | +5.5% | +29.0% | +29.4% |
| YTD | +57.4% | +16.1% | +41.4% | +41.7% |
| 1Y | +62.9% | +20.3% | +42.7% | +43.1% |
| 3Y | +229.5% | +90.4% | +139.1% | +108.6% |
| 5Y | +281.2% | +93.5% | +187.7% | +134.4% |
| All | +311.7% | +163.3% | +148.4% | +150.2% |
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