+52.3%
EXEL vs EFV
+26.5%
+25.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -2.9% | -2.0% | -0.9% | -1.6% |
| 30D | +11.9% | -0.2% | +12.1% | +12.0% |
| 3M | +9.2% | +9.1% | +0.1% | +3.5% |
| 6M | +39.1% | +11.7% | +27.4% | +29.9% |
| YTD | +31.0% | +17.0% | +14.0% | +20.1% |
| 1Y | +52.3% | +26.7% | +25.6% | +32.6% |
| All | +52.3% | +26.5% | +25.8% | +32.6% |
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