+668.0%
BE vs EFV
+114.2%
+553.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -5.5% |
| 7D | +10.8% | +2.5% | +8.3% | +6.6% |
| 30D | -19.8% | +2.9% | -22.7% | -23.5% |
| 3M | -18.7% | -1.4% | -17.3% | -16.4% |
| 6M | -33.7% | +5.5% | -39.3% | -38.0% |
| YTD | +121.0% | +16.1% | +104.9% | +77.3% |
| 1Y | +85.4% | +20.3% | +65.1% | +40.8% |
| 3Y | +1,709.5% | +90.4% | +1,619.1% | +567.5% |
| 5Y | +462.2% | +93.5% | +368.7% | +110.7% |
| All | +668.0% | +114.2% | +553.8% | +129.0% |
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