+294.7%
C vs EFV
+162.1%
+132.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +2.0% |
| 7D | +2.6% | -0.5% | +3.1% | +3.3% |
| 30D | +1.9% | 0.0% | +1.9% | +1.9% |
| 3M | +2.8% | +8.4% | -5.6% | -7.6% |
| 6M | +30.6% | +12.3% | +18.2% | +11.5% |
| YTD | +19.9% | +17.4% | +2.5% | -3.7% |
| 1Y | +44.6% | +27.1% | +17.4% | +4.3% |
| 3Y | +272.1% | +90.7% | +181.4% | +52.6% |
| 5Y | +132.0% | +95.6% | +36.4% | -8.1% |
| 10Y | +294.7% | +165.3% | +129.4% | +10.6% |
| All | +294.7% | +162.1% | +132.6% | +10.6% |
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