+187.0%
BR vs EFV
+169.9%
+17.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.0% |
| 7D | -3.0% | -0.8% | -2.2% | -2.5% |
| 30D | -0.3% | +0.6% | -0.9% | -0.7% |
| 3M | +17.3% | +7.5% | +9.8% | +11.8% |
| 6M | -6.7% | +13.0% | -19.7% | -14.3% |
| YTD | -23.4% | +18.3% | -41.8% | -32.2% |
| 1Y | -32.7% | +26.7% | -59.4% | -43.2% |
| 3Y | -5.9% | +89.6% | -95.5% | -40.3% |
| 5Y | +8.4% | +98.2% | -89.8% | -33.9% |
| All | +187.0% | +169.9% | +17.1% | +45.9% |
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 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