-49.8%
C vs EFV
+258.8%
-308.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.1% |
| 7D | +3.6% | +1.5% | +2.1% | +1.6% |
| 30D | +0.1% | +1.7% | -1.7% | -2.3% |
| 3M | +2.4% | +8.6% | -6.2% | -8.5% |
| 6M | +24.9% | +11.7% | +13.3% | +7.0% |
| YTD | +19.8% | +19.3% | +0.5% | -6.5% |
| 1Y | +44.9% | +30.2% | +14.7% | +0.2% |
| 3Y | +263.0% | +91.6% | +171.4% | +46.0% |
| 5Y | +129.5% | +96.4% | +33.1% | -10.9% |
| 10Y | +291.6% | +166.5% | +125.1% | +5.8% |
| All | -49.8% | +258.8% | -308.6% | -87.2% |
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