+211.9%
B vs EFV
+162.1%
+49.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.7% |
| 7D | +1.0% | -0.5% | +1.6% | +1.4% |
| 30D | +9.5% | 0.0% | +9.5% | +9.6% |
| 3M | +14.3% | +8.4% | +5.9% | +9.4% |
| 6M | -1.9% | +12.3% | -14.2% | -7.5% |
| YTD | +4.1% | +17.4% | -13.3% | -3.9% |
| 1Y | +56.1% | +27.1% | +29.0% | +38.4% |
| 3Y | +202.0% | +90.7% | +111.3% | +121.1% |
| 5Y | +158.8% | +95.6% | +63.2% | +85.1% |
| 10Y | +211.9% | +165.3% | +46.6% | +70.3% |
| All | +211.9% | +162.1% | +49.8% | +70.3% |
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