-11.4%
MSCI vs EFV
+96.3%
-107.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.2% |
| 7D | -2.1% | +1.0% | -3.1% | -2.8% |
| 30D | -1.7% | +0.2% | -1.9% | -1.9% |
| 3M | -8.2% | +9.6% | -17.8% | -15.4% |
| 6M | -2.4% | +14.0% | -16.5% | -13.8% |
| YTD | -2.8% | +18.5% | -21.3% | -17.8% |
| 1Y | -2.7% | +27.9% | -30.6% | -23.7% |
| 3Y | +7.3% | +92.4% | -85.1% | -46.3% |
| 5Y | -11.4% | +97.2% | -108.6% | -58.2% |
| All | -11.4% | +96.3% | -107.7% | -58.2% |
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