+804.8%
SPY vs EFV
+249.2%
+555.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.6% |
| 7D | +2.6% | +2.5% | +0.1% | +0.7% |
| 30D | -2.0% | +2.9% | -4.9% | -4.1% |
| 3M | -2.8% | -1.4% | -1.4% | -1.8% |
| 6M | +2.1% | +5.5% | -3.4% | -2.0% |
| YTD | +11.5% | +16.1% | -4.6% | -0.7% |
| 1Y | +13.5% | +20.3% | -6.8% | -1.6% |
| 3Y | +77.7% | +90.4% | -12.7% | +8.8% |
| 5Y | +72.6% | +93.5% | -20.9% | +4.2% |
| 10Y | +308.2% | +161.5% | +146.7% | +96.0% |
| All | +804.8% | +249.2% | +555.7% | +244.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling