+219.1%
TER vs EFV
+96.3%
+122.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +5.2% |
| 7D | +11.0% | +1.0% | +10.0% | +9.2% |
| 30D | -1.9% | +0.2% | -2.0% | -2.2% |
| 3M | -0.7% | +9.6% | -10.3% | -13.0% |
| 6M | +36.4% | +14.0% | +22.3% | +15.4% |
| YTD | +92.4% | +18.5% | +74.0% | +55.7% |
| 1Y | +213.5% | +27.9% | +185.6% | +130.0% |
| 3Y | +277.2% | +92.4% | +184.8% | +61.6% |
| 5Y | +219.1% | +97.2% | +122.0% | +32.6% |
| All | +219.1% | +96.3% | +122.8% | +32.6% |
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