+46.2%
FE vs EFV
+96.3%
-50.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +0.6% | +1.0% | -0.4% | +0.3% |
| 30D | -2.1% | +0.2% | -2.3% | -2.2% |
| 3M | +2.6% | +9.6% | -7.0% | -1.0% |
| 6M | -6.8% | +14.0% | -20.8% | -11.7% |
| YTD | +6.9% | +18.5% | -11.6% | -0.5% |
| 1Y | +11.6% | +27.9% | -16.3% | +0.4% |
| 3Y | +47.7% | +92.4% | -44.7% | +10.0% |
| 5Y | +46.2% | +97.2% | -51.0% | +4.1% |
| All | +46.2% | +96.3% | -50.1% | +4.1% |
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