+59.6%
DD vs EFV
+95.4%
-35.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -1.6% |
| 7D | -3.8% | -0.5% | -3.3% | -3.2% |
| 30D | -9.2% | 0.0% | -9.2% | -9.3% |
| 3M | -9.0% | +8.4% | -17.4% | -17.1% |
| 6M | -5.0% | +12.3% | -17.3% | -16.7% |
| YTD | +7.4% | +17.4% | -10.0% | -10.5% |
| 1Y | +35.1% | +27.1% | +8.0% | +2.9% |
| 3Y | +43.2% | +90.7% | -47.5% | -30.6% |
| 5Y | +59.6% | +95.6% | -36.0% | -24.4% |
| All | +59.6% | +95.4% | -35.7% | -24.4% |
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