+219.8%
ARM vs EFV
+83.8%
+136.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | 0.0% | +12.1% | +12.1% |
| 7D | +6.0% | -1.0% | +7.0% | +8.3% |
| 30D | -20.3% | +3.1% | -23.4% | -24.6% |
| 3M | -24.4% | -1.2% | -23.1% | -22.7% |
| 6M | -4.4% | +5.6% | -10.0% | -12.4% |
| YTD | +86.0% | +15.8% | +70.2% | +47.0% |
| 1Y | +35.8% | +20.0% | +15.8% | +0.8% |
| 3Y | +289.1% | +91.0% | +198.1% | +34.8% |
| All | +219.8% | +83.8% | +136.0% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling