+879.7%
A vs EFV
+258.8%
+620.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -1.9% | +1.5% | -3.4% | -3.2% |
| 30D | +6.9% | +1.7% | +5.2% | +5.3% |
| 3M | +9.2% | +8.6% | +0.6% | +1.3% |
| 6M | +25.7% | +11.7% | +14.0% | +13.5% |
| YTD | +11.5% | +19.3% | -7.7% | -5.1% |
| 1Y | +18.4% | +30.2% | -11.8% | -6.7% |
| 3Y | +26.6% | +91.6% | -65.0% | -28.8% |
| 5Y | -12.8% | +96.4% | -109.2% | -52.2% |
| 10Y | +247.2% | +166.5% | +80.7% | +43.0% |
| All | +879.7% | +258.8% | +620.9% | +224.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling