+114.5%
FE vs EFV
+162.1%
-47.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | -0.2% | -0.5% | +0.3% | +0.1% |
| 30D | -1.2% | 0.0% | -1.2% | -1.2% |
| 3M | +1.7% | +8.4% | -6.8% | -2.9% |
| 6M | -7.5% | +12.3% | -19.8% | -13.7% |
| YTD | +6.3% | +17.4% | -11.1% | -3.5% |
| 1Y | +10.9% | +27.1% | -16.3% | -4.0% |
| 3Y | +46.9% | +90.7% | -43.8% | -1.2% |
| 5Y | +47.6% | +95.6% | -48.0% | -3.6% |
| 10Y | +114.5% | +165.3% | -50.8% | +1.3% |
| All | +114.5% | +162.1% | -47.6% | +1.3% |
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