+162.7%
EFV vs COO
+17.5%
+145.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.7% | +14.4% | +4.0% |
| 7D | -2.0% | -23.3% | +21.3% | +5.4% |
| 30D | -0.2% | -29.5% | +29.3% | +10.0% |
| 3M | +9.1% | -20.0% | +29.1% | +15.5% |
| 6M | +11.7% | -27.2% | +38.9% | +21.4% |
| YTD | +17.0% | -33.9% | +51.0% | +30.9% |
| 1Y | +26.7% | -19.9% | +46.7% | +32.9% |
| 3Y | +90.2% | -38.1% | +128.2% | +110.0% |
| 5Y | +96.1% | -52.0% | +148.1% | +132.0% |
| All | +162.7% | +17.5% | +145.2% | +142.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling