-8.7%
COMP vs EFV
+93.2%
-101.9%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.0% |
| 7D | 0.0% | +2.5% | -2.5% | -4.4% |
| 30D | +16.6% | +2.9% | +13.6% | +11.0% |
| 3M | -23.5% | -1.4% | -22.1% | -20.9% |
| 6M | +25.7% | +5.5% | +20.2% | +15.1% |
| YTD | -3.4% | +16.1% | -19.5% | -25.4% |
| 1Y | +7.6% | +20.3% | -12.7% | -22.5% |
| 3Y | +423.6% | +90.4% | +333.2% | +42.7% |
| All | -8.7% | +93.2% | -101.9% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling