-53.1%
TE vs EFV
+115.2%
-168.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.2% |
| 7D | +0.2% | -0.8% | +1.0% | +0.9% |
| 30D | -5.9% | +0.6% | -6.6% | -6.4% |
| 3M | -45.6% | +7.5% | -53.1% | -48.5% |
| 6M | -43.4% | +13.0% | -56.4% | -47.8% |
| YTD | -31.0% | +18.3% | -49.3% | -38.4% |
| 1Y | +145.2% | +26.7% | +118.5% | +108.6% |
| 3Y | -24.1% | +89.6% | -113.6% | -48.8% |
| 5Y | -48.1% | +98.2% | -146.4% | -66.2% |
| All | -53.1% | +115.2% | -168.3% | -69.8% |
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 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