+3,800.0%
FIX vs EFV
+165.2%
+3,634.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.7% | +6.7% | +6.2% |
| 7D | -7.2% | +1.7% | -9.0% | -9.6% |
| 30D | -35.1% | +3.4% | -38.6% | -38.0% |
| 3M | -34.3% | -1.7% | -32.6% | -33.4% |
| 6M | -42.9% | +6.4% | -49.3% | -47.2% |
| YTD | +19.5% | +16.3% | +3.2% | +0.2% |
| 1Y | +16.8% | +22.9% | -6.1% | -8.0% |
| 3Y | +506.7% | +92.8% | +413.9% | +182.2% |
| 5Y | +1,046.7% | +93.5% | +953.2% | +429.0% |
| 10Y | +3,800.0% | +162.1% | +3,637.8% | +1,152.6% |
| All | +3,800.0% | +165.2% | +3,634.8% | +1,152.6% |
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 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