+140.3%
B vs EFV
+258.8%
-118.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -1.6% | +1.5% | -3.1% | -2.3% |
| 30D | +9.4% | +1.7% | +7.7% | +8.5% |
| 3M | +5.0% | +8.6% | -3.7% | +0.8% |
| 6M | -3.5% | +11.7% | -15.2% | -8.3% |
| YTD | +4.5% | +19.3% | -14.8% | -3.8% |
| 1Y | +67.8% | +30.2% | +37.6% | +47.9% |
| 3Y | +196.7% | +91.6% | +105.1% | +116.5% |
| 5Y | +151.9% | +96.4% | +55.5% | +80.5% |
| 10Y | +202.2% | +166.5% | +35.7% | +80.1% |
| All | +140.3% | +258.8% | -118.5% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling