+12.3%
AR vs EFV
+19.3%
-7.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.2% |
| 7D | +6.4% | +0.7% | +5.7% | +6.7% |
| 30D | +3.1% | +2.0% | +1.1% | +4.3% |
| 3M | +3.3% | -1.6% | +4.9% | +2.7% |
| 6M | +6.6% | +5.8% | +0.8% | +9.9% |
| YTD | +12.3% | +15.6% | -3.3% | +16.5% |
| 1Y | +12.3% | +19.0% | -6.6% | +15.6% |
| All | +12.3% | +19.3% | -7.0% | +15.6% |
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