+52.5%
NDAQ vs EFV
+95.4%
-42.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.3% |
| 7D | -1.6% | -0.5% | -1.1% | -1.2% |
| 30D | -1.5% | 0.0% | -1.5% | -1.5% |
| 3M | +8.0% | +8.4% | -0.4% | +2.6% |
| 6M | +7.7% | +12.3% | -4.6% | -0.3% |
| YTD | -2.3% | +17.4% | -19.7% | -12.4% |
| 1Y | +0.6% | +27.1% | -26.6% | -14.6% |
| 3Y | +90.9% | +90.7% | +0.2% | +22.3% |
| 5Y | +52.5% | +95.6% | -43.2% | -5.9% |
| All | +52.5% | +95.4% | -42.9% | -5.9% |
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 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