+655.0%
ALL vs EFV
+247.9%
+407.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.8% |
| 7D | 0.0% | +0.7% | -0.7% | -0.6% |
| 30D | +12.8% | +2.0% | +10.8% | +10.9% |
| 3M | +4.7% | -1.6% | +6.3% | +5.9% |
| 6M | +24.9% | +5.8% | +19.2% | +18.4% |
| YTD | +30.0% | +15.6% | +14.4% | +13.3% |
| 1Y | +29.9% | +19.0% | +11.0% | +10.5% |
| 3Y | +117.5% | +90.7% | +26.9% | +22.6% |
| 5Y | +161.7% | +92.8% | +68.9% | +44.3% |
| 10Y | +377.1% | +160.5% | +216.5% | +99.6% |
| All | +655.0% | +247.9% | +407.1% | +133.8% |
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