+6.5%
D vs EFV
+96.3%
-89.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +0.8% | +1.0% | -0.2% | +0.3% |
| 30D | -0.7% | +0.2% | -0.9% | -0.8% |
| 3M | +2.1% | +9.6% | -7.5% | -2.1% |
| 6M | +6.8% | +14.0% | -7.2% | +0.6% |
| YTD | +16.5% | +18.5% | -1.9% | +7.6% |
| 1Y | +19.2% | +27.9% | -8.7% | +6.1% |
| 3Y | +61.9% | +92.4% | -30.6% | +19.9% |
| 5Y | +6.5% | +97.2% | -90.6% | -24.8% |
| All | +6.5% | +96.3% | -89.8% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling