+44.6%
C vs EFV
+27.3%
+17.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.6% |
| 7D | +2.6% | -0.5% | +3.1% | +3.1% |
| 30D | +1.9% | 0.0% | +1.9% | +1.9% |
| 3M | +2.8% | +8.4% | -5.6% | -4.4% |
| 6M | +30.6% | +12.3% | +18.2% | +17.1% |
| YTD | +19.9% | +17.4% | +2.5% | +2.1% |
| 1Y | +44.6% | +27.1% | +17.4% | +14.6% |
| All | +44.6% | +27.3% | +17.3% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling