+488.5%
NDAQ vs EFV
+163.3%
+325.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.4% |
| 7D | +1.3% | +2.5% | -1.3% | -0.5% |
| 30D | +18.0% | +2.9% | +15.0% | +15.6% |
| 3M | +11.5% | -1.4% | +13.0% | +12.5% |
| 6M | +21.1% | +5.5% | +15.5% | +16.2% |
| YTD | +12.8% | +16.1% | -3.3% | +0.6% |
| 1Y | +25.7% | +20.3% | +5.4% | +9.2% |
| 3Y | +116.8% | +90.4% | +26.4% | +33.4% |
| 5Y | +67.3% | +93.5% | -26.2% | +0.8% |
| All | +488.5% | +163.3% | +325.1% | +167.9% |
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 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