-77.3%
CAPR vs EFV
+162.1%
-239.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -3.6% |
| 7D | -12.6% | -0.5% | -12.1% | -12.2% |
| 30D | +124.4% | 0.0% | +124.4% | +124.1% |
| 3M | -66.8% | +8.4% | -75.2% | -70.9% |
| 6M | -71.8% | +12.3% | -84.1% | -76.3% |
| YTD | -70.1% | +17.4% | -87.5% | -76.1% |
| 1Y | +33.3% | +27.1% | +6.2% | -3.7% |
| 3Y | +36.7% | +90.7% | -54.0% | -38.6% |
| 5Y | +72.5% | +95.6% | -23.2% | -27.0% |
| 10Y | -77.3% | +165.3% | -242.6% | -94.6% |
| All | -77.3% | +162.1% | -239.4% | -94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling