-55.3%
C vs EFV
+249.8%
-305.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.3% | -1.3% |
| 7D | -0.9% | +1.7% | -2.7% | -3.3% |
| 30D | -5.4% | +3.4% | -8.8% | -9.8% |
| 3M | -9.2% | -1.7% | -7.5% | -7.2% |
| 6M | -1.8% | +6.4% | -8.2% | -10.0% |
| YTD | +6.7% | +16.3% | -9.6% | -13.9% |
| 1Y | +23.5% | +22.9% | +0.6% | -7.7% |
| 3Y | +219.8% | +92.8% | +127.0% | +27.2% |
| 5Y | +112.4% | +93.5% | +18.9% | -16.2% |
| 10Y | +220.1% | +162.1% | +58.0% | -11.6% |
| All | -55.3% | +249.8% | -305.1% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling