+284.0%
FITB vs EFV
+169.9%
+114.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | -0.9% |
| 7D | -0.3% | -0.8% | +0.5% | +0.8% |
| 30D | -5.7% | +0.6% | -6.3% | -6.5% |
| 3M | +3.2% | +7.5% | -4.4% | -6.8% |
| 6M | +23.4% | +13.0% | +10.4% | +3.6% |
| YTD | +18.8% | +18.3% | +0.5% | -6.8% |
| 1Y | +25.0% | +26.7% | -1.8% | -11.0% |
| 3Y | +131.2% | +89.6% | +41.6% | -9.0% |
| 5Y | +70.7% | +98.2% | -27.5% | -36.0% |
| All | +284.0% | +169.9% | +114.1% | 0.0% |
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