+198.5%
EXEL vs EFV
+95.4%
+103.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.6% |
| 7D | -0.3% | -0.5% | +0.2% | -0.1% |
| 30D | +10.1% | 0.0% | +10.1% | +10.1% |
| 3M | +10.1% | +8.4% | +1.7% | +5.6% |
| 6M | +37.7% | +12.3% | +25.3% | +29.6% |
| YTD | +33.1% | +17.4% | +15.7% | +22.7% |
| 1Y | +52.4% | +27.1% | +25.2% | +35.0% |
| 3Y | +163.8% | +90.7% | +73.1% | +92.3% |
| 5Y | +198.5% | +95.6% | +102.9% | +108.9% |
| All | +198.5% | +95.4% | +103.1% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling