+54.3%
AR vs EFV
+163.3%
-109.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.3% |
| 7D | +7.4% | +2.5% | +4.8% | +4.4% |
| 30D | +5.8% | +2.9% | +2.8% | +2.0% |
| 3M | +5.2% | -1.4% | +6.6% | +6.1% |
| 6M | +5.4% | +5.5% | -0.1% | -2.2% |
| YTD | +12.4% | +16.1% | -3.7% | -8.8% |
| 1Y | +12.8% | +20.3% | -7.5% | -12.3% |
| 3Y | +47.2% | +90.4% | -43.2% | -35.6% |
| 5Y | +101.1% | +93.5% | +7.7% | -13.2% |
| All | +54.3% | +163.3% | -109.0% | -50.4% |
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