-55.2%
C vs EFV
+248.5%
-303.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.8% |
| 7D | -0.4% | +2.1% | -2.5% | -3.3% |
| 30D | -5.2% | +3.1% | -8.2% | -9.1% |
| 3M | -9.1% | -1.3% | -7.8% | -7.6% |
| 6M | -1.6% | +6.0% | -7.6% | -9.3% |
| YTD | +6.9% | +15.8% | -8.9% | -13.3% |
| 1Y | +23.0% | +21.1% | +1.9% | -6.2% |
| 3Y | +216.1% | +91.0% | +125.2% | +27.4% |
| 5Y | +112.2% | +94.3% | +18.0% | -16.7% |
| 10Y | +208.8% | +160.4% | +48.4% | -14.0% |
| All | -55.2% | +248.5% | -303.7% | -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