+145.2%
TE vs EFV
+27.7%
+117.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -1.7% |
| 7D | +0.2% | -0.8% | +1.0% | +1.9% |
| 30D | -5.9% | +0.6% | -6.6% | -7.2% |
| 3M | -45.6% | +7.5% | -53.1% | -52.8% |
| 6M | -43.4% | +13.0% | -56.4% | -52.5% |
| YTD | -31.0% | +18.3% | -49.3% | -47.3% |
| 1Y | +145.2% | +26.7% | +118.5% | +69.8% |
| All | +145.2% | +27.7% | +117.6% | +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 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