+7.0%
FE vs EFV
+19.5%
-12.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +1.2% | +2.5% | -1.3% | +0.9% |
| 30D | +4.5% | +2.9% | +1.6% | +4.2% |
| 3M | +1.3% | -1.4% | +2.8% | +1.5% |
| 6M | +8.7% | +5.5% | +3.1% | +8.2% |
| YTD | +9.2% | +16.1% | -6.9% | +8.0% |
| 1Y | +7.0% | +20.3% | -13.3% | +6.6% |
| All | +7.0% | +19.5% | -12.5% | +6.6% |
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