+371.6%
ALL vs EFV
+163.3%
+208.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | +5.0% | +2.5% | +2.5% | +3.1% |
| 30D | +13.3% | +2.9% | +10.4% | +11.0% |
| 3M | +3.2% | -1.4% | +4.6% | +4.1% |
| 6M | +25.3% | +5.5% | +19.8% | +19.9% |
| YTD | +30.5% | +16.1% | +14.4% | +15.2% |
| 1Y | +29.2% | +20.3% | +8.9% | +11.0% |
| 3Y | +119.1% | +90.4% | +28.7% | +30.1% |
| 5Y | +162.6% | +93.5% | +69.1% | +52.5% |
| All | +371.6% | +163.3% | +208.3% | +124.6% |
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 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