+136.4%
FE vs EFV
+240.5%
-104.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.3% |
| 7D | 0.0% | -0.7% | +0.6% | +0.3% |
| 30D | +5.2% | +0.9% | +4.3% | +4.6% |
| 3M | 0.0% | -3.6% | +3.5% | +1.8% |
| 6M | +5.0% | +2.5% | +2.5% | +3.3% |
| YTD | +7.9% | +13.2% | -5.3% | +0.2% |
| 1Y | +6.3% | +20.3% | -14.0% | -4.6% |
| 3Y | +46.0% | +84.9% | -38.9% | +2.6% |
| 5Y | +45.6% | +87.7% | -42.1% | +0.3% |
| 10Y | +109.3% | +160.7% | -51.4% | +17.4% |
| All | +136.4% | +240.5% | -104.1% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling