-48.5%
TE vs EFV
+94.1%
-142.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.2% |
| 7D | +0.9% | -2.0% | +2.9% | +4.2% |
| 30D | -16.3% | -0.2% | -16.1% | -16.0% |
| 3M | -40.8% | +9.1% | -49.9% | -48.1% |
| 6M | -42.6% | +11.7% | -54.3% | -50.7% |
| YTD | -31.4% | +17.0% | -48.5% | -45.2% |
| 1Y | +144.9% | +26.7% | +118.2% | +73.8% |
| 3Y | -26.0% | +90.2% | -116.2% | -70.5% |
| 5Y | -48.5% | +96.1% | -144.6% | -79.5% |
| All | -48.5% | +94.1% | -142.6% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling