+69.3%
EAT vs EFV
+19.5%
+49.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | -4.0% | +2.5% | -6.5% | -5.9% |
| 30D | -2.9% | +2.9% | -5.8% | -4.9% |
| 3M | -16.9% | -1.4% | -15.5% | -16.0% |
| 6M | +57.0% | +5.5% | +51.4% | +50.0% |
| YTD | +38.2% | +16.1% | +22.1% | +25.8% |
| 1Y | +69.3% | +20.3% | +49.0% | +51.8% |
| All | +69.3% | +19.5% | +49.8% | +51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling