+562.3%
SE vs EFV
+114.0%
+448.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.6% |
| 7D | -4.8% | -2.0% | -2.8% | -2.5% |
| 30D | -18.1% | -0.2% | -17.9% | -17.9% |
| 3M | +30.6% | +9.1% | +21.5% | +17.8% |
| 6M | +20.8% | +11.7% | +9.1% | +6.2% |
| YTD | -15.6% | +17.0% | -32.6% | -29.7% |
| 1Y | -44.2% | +26.7% | -70.9% | -57.8% |
| 3Y | +181.5% | +90.2% | +91.4% | +31.0% |
| 5Y | -66.9% | +96.1% | -163.0% | -84.4% |
| All | +562.3% | +114.0% | +448.3% | +190.3% |
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