+30.9%
A vs EFV
+88.7%
-57.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.7% |
| 7D | -4.4% | -0.5% | -3.9% | -4.0% |
| 30D | -2.7% | 0.0% | -2.7% | -2.7% |
| 3M | +7.0% | +8.4% | -1.4% | 0.0% |
| 6M | +24.6% | +12.3% | +12.3% | +12.4% |
| YTD | +7.0% | +17.4% | -10.4% | -7.8% |
| 1Y | +15.6% | +27.1% | -11.6% | -7.5% |
| All | +30.9% | +88.7% | -57.8% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling