+186.3%
DD vs EFV
+256.4%
-70.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.5% |
| 7D | -0.6% | +1.0% | -1.6% | -1.6% |
| 30D | -7.4% | +0.2% | -7.6% | -7.6% |
| 3M | -6.4% | +9.6% | -16.1% | -14.9% |
| 6M | -2.5% | +14.0% | -16.5% | -14.7% |
| YTD | +10.2% | +18.5% | -8.2% | -7.2% |
| 1Y | +36.9% | +27.9% | +9.0% | +6.6% |
| 3Y | +47.0% | +92.4% | -45.4% | -24.3% |
| 5Y | +63.1% | +97.2% | -34.0% | -17.4% |
| 10Y | +68.2% | +163.0% | -94.8% | -34.7% |
| All | +186.3% | +256.4% | -70.1% | -10.4% |
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 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