-68.2%
CAPR vs EFV
+159.5%
-227.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.4% | -9.6% | -9.5% |
| 7D | +7.6% | +2.1% | +5.5% | +5.4% |
| 30D | +13.3% | +3.1% | +10.2% | +9.7% |
| 3M | +130.4% | -1.3% | +131.7% | +134.3% |
| 6M | -70.8% | +6.0% | -76.8% | -73.6% |
| YTD | -69.3% | +15.8% | -85.1% | -75.0% |
| 1Y | +59.5% | +21.1% | +38.4% | +23.0% |
| 3Y | +216.8% | +91.0% | +125.8% | +41.7% |
| 5Y | +152.7% | +94.3% | +58.4% | +8.8% |
| 10Y | -68.2% | +160.4% | -228.6% | -90.6% |
| All | -68.2% | +159.5% | -227.7% | -90.6% |
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