+199.6%
ARM vs EFV
+84.2%
+115.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -5.3% |
| 7D | +9.1% | +2.5% | +6.6% | +4.5% |
| 30D | -19.9% | +2.9% | -22.9% | -24.1% |
| 3M | -31.6% | -1.4% | -30.2% | -29.9% |
| 6M | -13.9% | +5.5% | -19.4% | -21.0% |
| YTD | +74.3% | +16.1% | +58.2% | +37.1% |
| 1Y | +35.8% | +20.3% | +15.5% | +0.3% |
| 3Y | +268.6% | +90.4% | +178.2% | +28.0% |
| All | +199.6% | +84.2% | +115.4% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling