-59.7%
MKTX vs EFV
+95.9%
-155.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.7% |
| 7D | -0.2% | -0.8% | +0.6% | +0.2% |
| 30D | +0.7% | +0.6% | +0.1% | +0.3% |
| 3M | +40.8% | +7.5% | +33.3% | +35.6% |
| 6M | -8.0% | +13.0% | -21.0% | -14.1% |
| YTD | -8.7% | +18.3% | -27.0% | -17.4% |
| 1Y | -11.8% | +26.7% | -38.6% | -23.5% |
| 3Y | -24.0% | +89.6% | -113.6% | -50.8% |
| All | -59.7% | +95.9% | -155.6% | -75.8% |
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