-44.8%
COMP vs EFV
+107.0%
-151.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.8% |
| 7D | +1.4% | +1.5% | -0.1% | -1.2% |
| 30D | -13.3% | +1.7% | -15.1% | -15.8% |
| 3M | +41.1% | +8.6% | +32.5% | +22.3% |
| 6M | +17.2% | +11.7% | +5.5% | -1.4% |
| YTD | +5.2% | +19.3% | -14.1% | -21.9% |
| 1Y | +18.9% | +30.2% | -11.3% | -24.6% |
| 3Y | +215.9% | +91.6% | +124.3% | -5.9% |
| 5Y | -31.2% | +96.4% | -127.6% | -81.2% |
| All | -44.8% | +107.0% | -151.9% | -85.0% |
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