-69.4%
CAPR vs EFV
+163.3%
-232.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.3% | -7.4% |
| 7D | +5.9% | +2.5% | +3.3% | +3.1% |
| 30D | +44.6% | +2.9% | +41.7% | +40.3% |
| 3M | +126.4% | -1.4% | +127.8% | +130.5% |
| 6M | -68.6% | +5.5% | -74.1% | -71.4% |
| YTD | -67.0% | +16.1% | -83.0% | -73.2% |
| 1Y | +65.2% | +20.3% | +44.9% | +28.2% |
| 3Y | +235.6% | +90.4% | +145.1% | +50.4% |
| 5Y | +175.4% | +93.5% | +81.9% | +19.1% |
| All | -69.4% | +163.3% | -232.7% | -91.7% |
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