-77.0%
SE vs EFV
+93.3%
-170.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -0.9% |
| 7D | 0.0% | +2.1% | -2.1% | -2.9% |
| 30D | -19.4% | +3.1% | -22.4% | -22.8% |
| 3M | -33.1% | -1.3% | -31.8% | -31.9% |
| 6M | -11.4% | +6.0% | -17.5% | -19.3% |
| YTD | -39.8% | +15.8% | -55.6% | -52.1% |
| 1Y | -50.5% | +21.1% | -71.6% | -63.4% |
| 3Y | +68.9% | +91.0% | -22.1% | -43.8% |
| All | -77.0% | +93.3% | -170.3% | -91.8% |
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