+1,683.3%
BE vs EFV
+88.7%
+1,594.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -1.1% |
| 7D | +23.9% | -0.5% | +24.4% | +25.2% |
| 30D | +27.8% | 0.0% | +27.8% | +28.0% |
| 3M | +3.7% | +8.4% | -4.7% | -9.6% |
| 6M | +78.0% | +12.3% | +65.6% | +45.9% |
| YTD | +209.9% | +17.4% | +192.5% | +134.7% |
| 1Y | +389.6% | +27.1% | +362.5% | +222.9% |
| All | +1,683.3% | +88.7% | +1,594.6% | +340.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling