+524.8%
DUK vs EFV
+253.2%
+271.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | -0.1% | -0.5% | +0.4% | +0.1% |
| 30D | +0.2% | 0.0% | +0.2% | +0.2% |
| 3M | -1.9% | +8.4% | -10.3% | -5.2% |
| 6M | -6.5% | +12.3% | -18.9% | -11.2% |
| YTD | +5.4% | +17.4% | -12.0% | -1.9% |
| 1Y | +3.6% | +27.1% | -23.6% | -6.9% |
| 3Y | +48.1% | +90.7% | -42.6% | +11.3% |
| 5Y | +39.6% | +95.6% | -56.1% | +2.7% |
| 10Y | +131.8% | +165.3% | -33.5% | +46.4% |
| All | +524.8% | +253.2% | +271.6% | +211.5% |
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