-0.8%
BB vs EFV
+167.0%
-167.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.4% |
| 7D | -2.1% | -2.0% | -0.1% | +0.2% |
| 30D | -16.0% | -0.2% | -15.9% | -16.0% |
| 3M | -14.5% | +9.1% | -23.6% | -22.7% |
| 6M | +118.6% | +11.7% | +106.9% | +91.6% |
| YTD | +98.9% | +17.0% | +81.9% | +64.1% |
| 1Y | +99.5% | +26.7% | +72.8% | +49.3% |
| 3Y | +65.4% | +90.2% | -24.8% | -23.0% |
| 5Y | -27.6% | +96.1% | -123.7% | -66.8% |
| All | -0.8% | +167.0% | -167.8% | -63.4% |
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