+314.7%
A vs EFV
+163.3%
+151.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.2% |
| 7D | -0.5% | +2.5% | -3.0% | -2.5% |
| 30D | 0.0% | +2.9% | -2.9% | -2.4% |
| 3M | +16.7% | -1.4% | +18.1% | +18.0% |
| 6M | +54.8% | +5.5% | +49.3% | +47.4% |
| YTD | +28.8% | +16.1% | +12.7% | +12.8% |
| 1Y | +19.3% | +20.3% | -1.0% | +1.3% |
| 3Y | +65.5% | +90.4% | -24.9% | -4.1% |
| 5Y | +12.1% | +93.5% | -81.4% | -36.3% |
| All | +314.7% | +163.3% | +151.3% | +94.5% |
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