+363.5%
SE vs EFV
+112.2%
+251.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +0.7% |
| 7D | -0.5% | +2.5% | -3.0% | -3.3% |
| 30D | -20.9% | +2.9% | -23.9% | -23.5% |
| 3M | -38.9% | -1.4% | -37.5% | -37.9% |
| 6M | -19.4% | +5.5% | -25.0% | -24.5% |
| YTD | -40.9% | +16.1% | -57.0% | -50.4% |
| 1Y | -46.2% | +20.3% | -66.5% | -56.7% |
| 3Y | +63.7% | +90.4% | -26.7% | -24.1% |
| 5Y | -77.9% | +93.5% | -171.4% | -89.4% |
| All | +363.5% | +112.2% | +251.3% | +105.0% |
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