+89.6%
EFV vs BG
+18.0%
+71.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.3% |
| 7D | -0.8% | +3.1% | -3.9% | -1.2% |
| 30D | +0.6% | +10.2% | -9.6% | -0.6% |
| 3M | +7.5% | -1.7% | +9.2% | +7.7% |
| 6M | +13.0% | +1.0% | +12.0% | +12.5% |
| YTD | +18.3% | +39.9% | -21.6% | +11.8% |
| 1Y | +26.7% | +53.2% | -26.5% | +17.8% |
| 3Y | +89.6% | +16.3% | +73.3% | +81.4% |
| All | +89.6% | +18.0% | +71.6% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling