+38.5%
D vs EFV
+162.1%
-123.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.2% |
| 7D | -0.4% | -0.5% | +0.1% | -0.2% |
| 30D | -2.1% | 0.0% | -2.1% | -2.1% |
| 3M | -0.7% | +8.4% | -9.2% | -4.9% |
| 6M | +5.6% | +12.3% | -6.8% | -0.8% |
| YTD | +14.6% | +17.4% | -2.8% | +5.0% |
| 1Y | +15.3% | +27.1% | -11.8% | +1.3% |
| 3Y | +59.1% | +90.7% | -31.6% | +12.5% |
| 5Y | +3.9% | +95.6% | -91.7% | -28.3% |
| 10Y | +38.5% | +165.3% | -126.8% | -27.7% |
| All | +38.5% | +162.1% | -123.6% | -27.7% |
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