+148.6%
TE vs EFV
+30.7%
+118.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.6% |
| 7D | -4.0% | +1.5% | -5.5% | -6.9% |
| 30D | -15.9% | +1.7% | -17.6% | -18.8% |
| 3M | -60.5% | +8.6% | -69.2% | -66.1% |
| 6M | -35.2% | +11.7% | -46.9% | -44.9% |
| YTD | -31.1% | +19.3% | -50.4% | -48.1% |
| 1Y | +148.6% | +30.2% | +118.4% | +78.0% |
| All | +148.6% | +30.7% | +118.0% | +78.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling