+6.3%
FE vs EFV
+25.8%
-19.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.2% | -0.4% |
| 7D | +1.7% | +2.9% | -1.2% | +1.3% |
| 30D | +8.1% | +3.6% | +4.5% | +7.6% |
| 3M | -1.3% | -0.1% | -1.2% | -1.3% |
| 6M | +2.9% | +9.6% | -6.7% | +2.0% |
| YTD | +8.6% | +17.0% | -8.4% | +6.6% |
| 1Y | +6.3% | +25.7% | -19.3% | +4.6% |
| All | +6.3% | +25.8% | -19.5% | +4.6% |
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