+1,057.8%
TER vs EFV
+162.4%
+895.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.6% |
| 7D | +24.0% | +0.7% | +23.3% | +23.1% |
| 30D | -30.6% | +2.0% | -32.7% | -32.4% |
| 3M | -34.5% | -1.6% | -32.8% | -33.2% |
| 6M | -26.4% | +5.8% | -32.1% | -31.1% |
| YTD | +36.4% | +15.6% | +20.8% | +16.5% |
| 1Y | +47.4% | +19.0% | +28.4% | +21.8% |
| 3Y | +202.6% | +90.7% | +111.9% | +40.9% |
| 5Y | +83.9% | +92.8% | -8.9% | -14.5% |
| All | +1,057.8% | +162.4% | +895.4% | +323.5% |
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