+270.6%
C vs EFV
+93.8%
+176.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +3.6% | +1.5% | +2.1% | +2.1% |
| 30D | +0.1% | +1.7% | -1.7% | -1.6% |
| 3M | +2.4% | +8.6% | -6.2% | -5.6% |
| 6M | +24.9% | +11.7% | +13.3% | +11.8% |
| YTD | +19.8% | +19.3% | +0.5% | +0.1% |
| 1Y | +44.9% | +30.2% | +14.7% | +10.6% |
| All | +270.6% | +93.8% | +176.9% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling