-24.2%
AR vs EFV
+153.7%
-177.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +2.5% | +1.5% | +1.0% | +0.9% |
| 30D | +14.8% | +1.7% | +13.1% | +12.7% |
| 3M | +6.2% | +8.6% | -2.4% | -3.0% |
| 6M | +4.3% | +11.7% | -7.4% | -9.0% |
| YTD | +14.4% | +19.3% | -4.9% | -7.7% |
| 1Y | +21.3% | +30.2% | -8.9% | -11.1% |
| 3Y | +39.8% | +91.6% | -51.8% | -33.8% |
| 5Y | +142.1% | +96.4% | +45.7% | +12.9% |
| 10Y | +52.0% | +166.5% | -114.4% | -45.3% |
| All | -24.2% | +153.7% | -177.9% | -70.2% |
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