-45.6%
IT vs EFV
+94.1%
-139.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -12.7% | -2.0% | -10.7% | -11.5% |
| 30D | -8.9% | -0.2% | -8.7% | -8.7% |
| 3M | +10.1% | +9.1% | +1.0% | +3.6% |
| 6M | +7.3% | +11.7% | -4.4% | -1.4% |
| YTD | -32.4% | +17.0% | -49.4% | -40.6% |
| 1Y | -26.6% | +26.7% | -53.4% | -39.6% |
| 3Y | -51.8% | +90.2% | -142.0% | -72.0% |
| 5Y | -45.6% | +96.1% | -141.7% | -69.9% |
| All | -45.6% | +94.1% | -139.7% | -69.9% |
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