+229.5%
EXEL vs EFV
+91.8%
+137.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -0.8% | +2.5% | -3.4% | -2.2% |
| 30D | +13.1% | +2.9% | +10.2% | +11.3% |
| 3M | +36.3% | -1.4% | +37.8% | +37.4% |
| 6M | +34.5% | +5.5% | +29.0% | +30.4% |
| YTD | +57.4% | +16.1% | +41.4% | +44.8% |
| 1Y | +62.9% | +20.3% | +42.7% | +46.9% |
| 3Y | +229.5% | +90.4% | +139.1% | +135.5% |
| All | +229.5% | +91.8% | +137.7% | +135.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling