-48.5%
TE vs EFV
+115.5%
-163.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.7% | +10.7% | +10.6% |
| 7D | +18.2% | +1.0% | +17.2% | +17.3% |
| 30D | -13.5% | +0.2% | -13.7% | -13.6% |
| 3M | -44.6% | +9.6% | -54.2% | -48.3% |
| 6M | -24.7% | +14.0% | -38.7% | -31.1% |
| YTD | -24.3% | +18.5% | -42.7% | -32.5% |
| 1Y | +155.6% | +27.9% | +127.7% | +115.9% |
| 3Y | -18.3% | +92.4% | -110.7% | -45.4% |
| 5Y | -41.3% | +97.2% | -138.5% | -61.8% |
| All | -48.5% | +115.5% | -163.9% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling