+40.1%
ALAB vs EFV
+27.3%
+12.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +5.4% |
| 7D | +9.6% | -0.5% | +10.1% | +10.5% |
| 30D | -5.3% | 0.0% | -5.3% | -5.4% |
| 3M | -12.0% | +8.4% | -20.5% | -20.9% |
| 6M | +145.7% | +12.3% | +133.4% | +109.8% |
| YTD | +80.7% | +17.4% | +63.3% | +53.1% |
| 1Y | +40.1% | +27.1% | +13.0% | +20.2% |
| All | +40.1% | +27.3% | +12.8% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling