+315.6%
D vs EFV
+258.8%
+56.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +0.4% | +1.5% | -1.0% | -0.3% |
| 30D | -3.6% | +1.7% | -5.3% | -4.4% |
| 3M | -1.0% | +8.6% | -9.6% | -4.9% |
| 6M | +6.3% | +11.7% | -5.4% | +0.6% |
| YTD | +14.7% | +19.3% | -4.6% | +5.2% |
| 1Y | +16.9% | +30.2% | -13.3% | +2.8% |
| 3Y | +56.8% | +91.6% | -34.8% | +14.5% |
| 5Y | +5.2% | +96.4% | -91.2% | -24.9% |
| 10Y | +35.9% | +166.5% | -130.6% | -18.3% |
| All | +315.6% | +258.8% | +56.8% | +92.6% |
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