+467.2%
TDY vs EFV
+169.9%
+297.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.2% |
| 7D | -1.1% | -0.8% | -0.3% | -0.4% |
| 30D | -12.0% | +0.6% | -12.7% | -12.6% |
| 3M | -3.2% | +7.5% | -10.7% | -9.5% |
| 6M | -7.9% | +13.0% | -20.9% | -17.7% |
| YTD | +18.2% | +18.3% | -0.1% | +1.1% |
| 1Y | +6.7% | +26.7% | -20.1% | -14.4% |
| 3Y | +47.5% | +89.6% | -42.0% | -20.0% |
| 5Y | +39.5% | +98.2% | -58.7% | -28.5% |
| All | +467.2% | +169.9% | +297.3% | +101.4% |
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