+1,195.4%
EAT vs EFV
+258.8%
+936.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | 0.0% | +1.5% | -1.5% | -1.4% |
| 30D | +1.9% | +1.7% | +0.1% | +0.3% |
| 3M | +68.7% | +8.6% | +60.0% | +55.8% |
| 6M | +66.9% | +11.7% | +55.2% | +50.1% |
| YTD | +60.4% | +19.3% | +41.1% | +35.6% |
| 1Y | +44.0% | +30.2% | +13.8% | +12.0% |
| 3Y | +604.7% | +91.6% | +513.1% | +280.3% |
| 5Y | +347.0% | +96.4% | +250.6% | +139.3% |
| 10Y | +390.8% | +166.5% | +224.3% | +121.1% |
| All | +1,195.4% | +258.8% | +936.6% | +374.9% |
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