+126.4%
EFV vs ABCL
-81.3%
+207.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +1.5% | +0.7% | +0.8% | +1.5% |
| 30D | +1.7% | +93.1% | -91.3% | -2.4% |
| 3M | +8.6% | +79.4% | -70.8% | +4.4% |
| 6M | +11.7% | +214.9% | -203.2% | +3.5% |
| YTD | +19.3% | +234.2% | -214.9% | +9.8% |
| 1Y | +30.2% | +174.8% | -144.6% | +20.6% |
| 3Y | +91.6% | +104.5% | -12.9% | +76.0% |
| 5Y | +96.4% | -39.0% | +135.4% | +84.7% |
| All | +126.4% | -81.3% | +207.7% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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