+113.0%
ALL vs EFV
+91.9%
+21.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | -0.1% | +2.1% | -2.3% | -0.8% |
| 30D | +13.8% | +3.1% | +10.8% | +12.8% |
| 3M | -2.8% | -1.3% | -1.5% | -2.4% |
| 6M | +23.7% | +6.0% | +17.7% | +21.1% |
| YTD | +27.3% | +15.8% | +11.4% | +19.2% |
| 1Y | +30.5% | +21.1% | +9.4% | +19.6% |
| 3Y | +113.0% | +91.0% | +22.0% | +74.1% |
| All | +113.0% | +91.9% | +21.1% | +74.1% |
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