+2,962.3%
COST vs EFV
+253.2%
+2,709.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | -2.8% | -0.5% | -2.3% | -2.6% |
| 30D | -5.3% | 0.0% | -5.3% | -5.3% |
| 3M | -6.7% | +8.4% | -15.1% | -10.2% |
| 6M | -9.9% | +12.3% | -22.3% | -15.1% |
| YTD | +5.1% | +17.4% | -12.3% | -3.0% |
| 1Y | -7.3% | +27.1% | -34.4% | -17.8% |
| 3Y | +70.4% | +90.7% | -20.3% | +24.0% |
| 5Y | +104.4% | +95.6% | +8.8% | +46.1% |
| 10Y | +609.0% | +165.3% | +443.7% | +328.7% |
| All | +2,962.3% | +253.2% | +2,709.1% | +1,529.8% |
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