+333.0%
D vs EFV
+240.5%
+92.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.8% |
| 7D | +3.0% | -0.7% | +3.6% | +3.3% |
| 30D | +11.5% | +0.9% | +10.6% | +11.0% |
| 3M | +3.7% | -3.6% | +7.3% | +5.5% |
| 6M | +13.5% | +2.5% | +11.0% | +12.1% |
| YTD | +20.7% | +13.2% | +7.5% | +13.4% |
| 1Y | +18.2% | +20.3% | -2.1% | +7.9% |
| 3Y | +73.3% | +84.9% | -11.6% | +28.6% |
| 5Y | +12.3% | +87.7% | -75.5% | -18.1% |
| 10Y | +43.4% | +160.7% | -117.3% | -12.8% |
| All | +333.0% | +240.5% | +92.5% | +105.7% |
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 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