+395.2%
COR vs EFV
+169.9%
+225.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.4% |
| 7D | -2.8% | -0.8% | -2.0% | -2.4% |
| 30D | +2.6% | +0.6% | +1.9% | +2.2% |
| 3M | +14.5% | +7.5% | +6.9% | +9.9% |
| 6M | -7.8% | +13.0% | -20.8% | -14.4% |
| YTD | -4.2% | +18.3% | -22.5% | -13.6% |
| 1Y | +7.0% | +26.7% | -19.7% | -7.3% |
| 3Y | +85.5% | +89.6% | -4.0% | +23.2% |
| 5Y | +181.2% | +98.2% | +83.0% | +78.5% |
| All | +395.2% | +169.9% | +225.3% | +162.5% |
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