+1,851.9%
TER vs EFV
+169.9%
+1,682.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +1.2% |
| 7D | +6.4% | -0.8% | +7.2% | +7.4% |
| 30D | -5.7% | +0.6% | -6.3% | -6.6% |
| 3M | -0.4% | +7.5% | -7.9% | -9.4% |
| 6M | +25.8% | +13.0% | +12.8% | +9.8% |
| YTD | +96.4% | +18.3% | +78.1% | +62.9% |
| 1Y | +229.2% | +26.7% | +202.5% | +151.7% |
| 3Y | +288.1% | +89.6% | +198.5% | +82.2% |
| 5Y | +219.9% | +98.2% | +121.7% | +44.2% |
| All | +1,851.9% | +169.9% | +1,682.0% | +588.5% |
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 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