+1,449.6%
NET vs EFV
+130.2%
+1,319.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.8% |
| 7D | -7.0% | +1.5% | -8.5% | -8.1% |
| 30D | -4.8% | +1.7% | -6.5% | -6.2% |
| 3M | +3.8% | +8.6% | -4.8% | -3.1% |
| 6M | +50.0% | +11.7% | +38.4% | +35.5% |
| YTD | +41.5% | +19.3% | +22.2% | +20.5% |
| 1Y | +32.8% | +30.2% | +2.6% | +4.7% |
| 3Y | +335.9% | +91.6% | +244.3% | +146.4% |
| 5Y | +113.8% | +96.4% | +17.5% | +18.0% |
| All | +1,449.6% | +130.2% | +1,319.4% | +717.9% |
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