+45.8%
AR vs EFV
+92.7%
-46.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.5% |
| 7D | -1.8% | +1.0% | -2.8% | -2.3% |
| 30D | +12.6% | +0.2% | +12.4% | +12.4% |
| 3M | +10.0% | +9.6% | +0.4% | +4.6% |
| 6M | +0.6% | +14.0% | -13.4% | -7.5% |
| YTD | +13.4% | +18.5% | -5.0% | +0.1% |
| 1Y | +21.7% | +27.9% | -6.2% | +0.3% |
| 3Y | +45.8% | +92.4% | -46.6% | -19.0% |
| All | +45.8% | +92.7% | -46.9% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling