-10.4%
DOW vs EFV
+127.6%
-138.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +1.3% |
| 7D | -2.9% | +1.0% | -3.9% | -4.1% |
| 30D | +2.0% | +0.2% | +1.8% | +1.6% |
| 3M | -12.5% | +9.6% | -22.1% | -22.5% |
| 6M | -9.2% | +14.0% | -23.2% | -25.1% |
| YTD | +30.8% | +18.5% | +12.3% | +2.4% |
| 1Y | +29.4% | +27.9% | +1.5% | -8.1% |
| 3Y | -34.6% | +92.4% | -127.0% | -72.6% |
| 5Y | -35.9% | +97.2% | -133.1% | -74.2% |
| All | -10.4% | +127.6% | -138.0% | -67.4% |
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