+580.0%
XYZ vs EFV
+163.3%
+416.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.2% |
| 7D | +2.9% | +1.0% | +1.9% | +1.5% |
| 30D | +1.4% | +0.2% | +1.2% | +1.2% |
| 3M | +14.6% | +9.6% | +4.9% | +0.2% |
| 6M | +20.8% | +14.0% | +6.7% | -0.5% |
| YTD | +23.1% | +18.5% | +4.6% | -4.7% |
| 1Y | +5.6% | +27.9% | -22.3% | -27.1% |
| 3Y | +50.9% | +92.4% | -41.5% | -43.5% |
| 5Y | -68.6% | +97.2% | -165.7% | -88.0% |
| 10Y | +580.0% | +163.0% | +417.0% | +92.4% |
| All | +580.0% | +163.3% | +416.6% | +92.4% |
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