+228.9%
ARM vs EFV
+84.2%
+144.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +7.2% |
| 7D | -15.2% | -0.7% | -14.6% | -14.5% |
| 30D | -40.7% | +0.9% | -41.6% | -41.8% |
| 3M | -39.1% | -3.6% | -35.5% | -35.2% |
| 6M | -26.4% | +2.5% | -28.9% | -28.9% |
| YTD | +59.7% | +13.2% | +46.6% | +31.1% |
| 1Y | +10.3% | +20.3% | -10.0% | -18.8% |
| 3Y | +228.9% | +84.9% | +143.9% | +23.2% |
| All | +228.9% | +84.2% | +144.6% | +23.2% |
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 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