+363.0%
NDAQ vs EFV
+169.9%
+193.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -1.3% |
| 7D | -5.6% | -0.8% | -4.7% | -5.0% |
| 30D | -4.4% | +0.6% | -5.0% | -4.8% |
| 3M | +5.9% | +7.5% | -1.7% | +0.5% |
| 6M | +7.7% | +13.0% | -5.3% | -1.6% |
| YTD | -5.2% | +18.3% | -23.5% | -16.4% |
| 1Y | -3.4% | +26.7% | -30.1% | -19.0% |
| 3Y | +85.6% | +89.6% | -3.9% | +15.0% |
| 5Y | +49.5% | +98.2% | -48.7% | -11.1% |
| All | +363.0% | +169.9% | +193.1% | +112.2% |
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 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