+45.9%
BB vs EFV
+6.5%
+39.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -3.0% |
| 7D | +1.8% | +2.5% | -0.7% | -1.8% |
| 30D | +8.1% | +2.9% | +5.2% | +4.0% |
| 3M | -1.0% | -1.4% | +0.4% | +0.3% |
| 6M | +45.9% | +5.5% | +40.4% | +35.9% |
| All | +45.9% | +6.5% | +39.4% | +35.9% |
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 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