+13.7%
AR vs EFV
+25.8%
-12.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.1% | -9.4% | -4.7% |
| 7D | -11.1% | +2.9% | -14.0% | -9.7% |
| 30D | +7.9% | +3.6% | +4.3% | +9.9% |
| 3M | +4.9% | -0.1% | +5.0% | +5.2% |
| 6M | -5.3% | +9.6% | -14.9% | -0.8% |
| YTD | +8.6% | +17.0% | -8.4% | +12.3% |
| 1Y | +13.7% | +25.7% | -12.0% | +12.7% |
| All | +13.7% | +25.8% | -12.2% | +12.7% |
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 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