-25.6%
AR vs EFV
+145.9%
-171.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.5% |
| 7D | +6.4% | +0.7% | +5.7% | +5.6% |
| 30D | +3.1% | +2.0% | +1.1% | +0.6% |
| 3M | +3.3% | -1.6% | +4.9% | +4.4% |
| 6M | +6.6% | +5.8% | +0.8% | -0.8% |
| YTD | +12.3% | +15.6% | -3.3% | -6.9% |
| 1Y | +12.3% | +19.0% | -6.6% | -9.9% |
| 3Y | +50.4% | +90.7% | -40.2% | -29.0% |
| 5Y | +101.0% | +92.8% | +8.2% | -5.5% |
| 10Y | +57.5% | +160.5% | -103.1% | -42.2% |
| All | -25.6% | +145.9% | -171.5% | -69.9% |
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