+100.0%
IT vs EFV
+169.9%
-69.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.1% | +4.2% | +4.4% |
| 7D | -3.7% | -0.8% | -2.9% | -3.0% |
| 30D | +0.1% | +0.6% | -0.6% | -0.3% |
| 3M | +20.7% | +7.5% | +13.2% | +13.5% |
| 6M | +12.0% | +13.0% | -1.1% | 0.0% |
| YTD | -28.8% | +18.3% | -47.1% | -39.4% |
| 1Y | -25.5% | +26.7% | -52.3% | -40.4% |
| 3Y | -48.8% | +89.6% | -138.3% | -71.7% |
| 5Y | -42.7% | +98.2% | -141.0% | -69.7% |
| All | +100.0% | +169.9% | -69.9% | -15.6% |
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