+329.6%
D vs EFV
+248.4%
+81.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | -2.4% | -1.0% | -1.4% | -2.0% |
| 30D | +9.0% | +3.1% | +5.9% | +7.4% |
| 3M | +1.0% | -1.2% | +2.2% | +1.5% |
| 6M | +11.0% | +5.6% | +5.3% | +8.0% |
| YTD | +19.8% | +15.8% | +4.0% | +11.3% |
| 1Y | +16.0% | +20.0% | -4.0% | +5.9% |
| 3Y | +74.4% | +91.0% | -16.6% | +27.4% |
| 5Y | +13.5% | +93.7% | -80.1% | -18.3% |
| 10Y | +48.4% | +160.9% | -112.6% | -9.9% |
| All | +329.6% | +248.4% | +81.2% | +101.8% |
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