-49.3%
COMP vs EFV
+96.5%
-145.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.4% | +12.1% | +13.2% |
| 7D | +13.4% | -0.7% | +14.1% | +14.9% |
| 30D | +11.1% | +0.9% | +10.2% | +9.7% |
| 3M | -18.8% | -3.6% | -15.3% | -13.0% |
| 6M | +10.5% | +2.5% | +8.0% | +6.9% |
| YTD | -3.4% | +13.2% | -16.6% | -21.0% |
| 1Y | +19.7% | +20.3% | -0.6% | -12.3% |
| 3Y | +381.6% | +84.9% | +296.7% | +51.9% |
| 5Y | -17.6% | +87.7% | -105.3% | -75.3% |
| All | -49.3% | +96.5% | -145.8% | -84.8% |
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