+153.8%
B vs EFV
+96.3%
+57.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -0.8% |
| 7D | +2.3% | +1.0% | +1.3% | +1.4% |
| 30D | +1.4% | +0.2% | +1.2% | +1.3% |
| 3M | +12.2% | +9.6% | +2.6% | +3.7% |
| 6M | -2.1% | +14.0% | -16.2% | -11.9% |
| YTD | +2.9% | +18.5% | -15.5% | -9.8% |
| 1Y | +55.3% | +27.9% | +27.4% | +28.4% |
| 3Y | +198.7% | +92.4% | +106.2% | +84.8% |
| 5Y | +153.8% | +97.2% | +56.6% | +42.9% |
| All | +153.8% | +96.3% | +57.5% | +42.9% |
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