+476.5%
V vs EFV
+162.4%
+314.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.5% |
| 7D | -0.4% | +0.7% | -1.1% | -1.0% |
| 30D | +6.3% | +2.0% | +4.3% | +4.5% |
| 3M | +17.2% | -1.6% | +18.8% | +18.7% |
| 6M | +29.2% | +5.8% | +23.5% | +22.6% |
| YTD | +20.8% | +15.6% | +5.1% | +5.0% |
| 1Y | +25.0% | +19.0% | +6.0% | +5.9% |
| 3Y | +75.3% | +90.7% | -15.4% | -5.0% |
| 5Y | +105.8% | +92.8% | +13.1% | +9.7% |
| All | +476.5% | +162.4% | +314.2% | +135.4% |
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