+46.3%
LYB vs EFV
+169.9%
-123.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -2.3% |
| 7D | +0.3% | -0.8% | +1.1% | +1.2% |
| 30D | +2.5% | +0.6% | +1.8% | +1.5% |
| 3M | +1.4% | +7.5% | -6.1% | -8.2% |
| 6M | -3.5% | +13.0% | -16.5% | -20.3% |
| YTD | +52.0% | +18.3% | +33.7% | +17.6% |
| 1Y | +22.1% | +26.7% | -4.7% | -14.0% |
| 3Y | -22.8% | +89.6% | -112.3% | -69.1% |
| 5Y | -3.4% | +98.2% | -101.6% | -63.9% |
| All | +46.3% | +169.9% | -123.6% | -59.7% |
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