+114.8%
ALL vs EFV
+96.3%
+18.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.0% |
| 7D | -1.7% | +1.0% | -2.7% | -2.2% |
| 30D | -4.7% | +0.2% | -4.8% | -4.8% |
| 3M | +18.4% | +9.6% | +8.8% | +12.6% |
| 6M | +20.5% | +14.0% | +6.5% | +11.6% |
| YTD | +23.5% | +18.5% | +5.1% | +11.3% |
| 1Y | +29.0% | +27.9% | +1.1% | +10.8% |
| 3Y | +153.7% | +92.4% | +61.3% | +66.8% |
| 5Y | +114.8% | +97.2% | +17.6% | +36.7% |
| All | +114.8% | +96.3% | +18.5% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling