+911.5%
BE vs EFV
+120.1%
+791.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.5% | +7.6% |
| 7D | +20.0% | +1.5% | +18.5% | +17.2% |
| 30D | +7.9% | +1.7% | +6.2% | +5.0% |
| 3M | -13.2% | +8.6% | -21.9% | -23.1% |
| 6M | +53.5% | +11.7% | +41.8% | +30.5% |
| YTD | +191.0% | +19.3% | +171.7% | +122.5% |
| 1Y | +360.5% | +30.2% | +330.3% | +207.4% |
| 3Y | +1,568.0% | +91.6% | +1,476.4% | +511.8% |
| 5Y | +1,055.2% | +96.4% | +958.8% | +321.9% |
| All | +911.5% | +120.1% | +791.4% | +187.4% |
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 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