+86.1%
ARM vs EFV
+30.7%
+55.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.1% | +4.2% |
| 7D | +5.5% | +1.5% | +4.0% | +2.5% |
| 30D | -8.2% | +1.7% | -9.9% | -11.2% |
| 3M | -35.9% | +8.6% | -44.6% | -44.9% |
| 6M | +103.1% | +11.7% | +91.4% | +66.6% |
| YTD | +130.6% | +19.3% | +111.4% | +73.9% |
| 1Y | +86.1% | +30.2% | +55.9% | +21.1% |
| All | +86.1% | +30.7% | +55.4% | +21.1% |
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