+8.8%
BR vs EFV
+94.1%
-85.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -6.0% | -2.0% | -4.0% | -4.9% |
| 30D | -0.9% | -0.2% | -0.7% | -0.7% |
| 3M | +16.4% | +9.1% | +7.2% | +10.8% |
| 6M | -8.2% | +11.7% | -19.9% | -14.1% |
| YTD | -23.2% | +17.0% | -40.3% | -30.7% |
| 1Y | -30.9% | +26.7% | -57.6% | -40.9% |
| 3Y | -5.0% | +90.2% | -95.1% | -38.5% |
| 5Y | +8.8% | +96.1% | -87.3% | -34.1% |
| All | +8.8% | +94.1% | -85.3% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling