-9.9%
AS vs EFV
+6.9%
-16.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | +0.1% |
| 7D | +7.1% | +0.3% | +6.8% | +6.7% |
| 30D | +12.8% | +1.2% | +11.7% | +11.3% |
| 3M | -14.7% | -2.1% | -12.7% | -12.6% |
| 6M | -9.9% | +6.4% | -16.4% | -18.0% |
| All | -9.9% | +6.9% | -16.9% | -18.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling