+489.3%
ADSK vs EFV
+252.1%
+237.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.7% |
| 7D | -10.9% | -2.0% | -8.9% | -9.2% |
| 30D | -15.9% | -0.2% | -15.7% | -15.8% |
| 3M | -4.4% | +9.1% | -13.5% | -12.4% |
| 6M | -16.6% | +11.7% | -28.3% | -25.8% |
| YTD | -28.5% | +17.0% | -45.6% | -39.5% |
| 1Y | -34.6% | +26.7% | -61.4% | -48.8% |
| 3Y | -3.5% | +90.2% | -93.6% | -49.1% |
| 5Y | -25.6% | +96.1% | -121.7% | -61.5% |
| 10Y | +216.6% | +164.5% | +52.1% | +25.7% |
| All | +489.3% | +252.1% | +237.1% | +89.6% |
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