+235.3%
DD vs EFV
+249.2%
-13.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -1.0% |
| 7D | +5.0% | +2.5% | +2.4% | +2.4% |
| 30D | +19.7% | +2.9% | +16.8% | +16.1% |
| 3M | +7.2% | -1.4% | +8.6% | +8.5% |
| 6M | +1.0% | +5.5% | -4.5% | -4.6% |
| YTD | +29.1% | +16.1% | +13.0% | +10.7% |
| 1Y | +28.5% | +20.3% | +8.2% | +6.3% |
| 3Y | +89.4% | +90.4% | -1.0% | -1.5% |
| 5Y | +67.1% | +93.5% | -26.3% | -13.9% |
| 10Y | +97.5% | +161.5% | -64.0% | -22.8% |
| All | +235.3% | +249.2% | -13.9% | +7.0% |
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