+27.1%
EFV vs COO
-7.1%
+34.2%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.2% | +5.3% | 0.0% |
| 7D | -0.5% | -9.0% | +8.5% | +0.9% |
| 30D | 0.0% | -16.8% | +16.8% | +2.7% |
| 3M | +8.4% | -7.5% | +15.9% | +9.4% |
| 6M | +12.3% | -16.3% | +28.6% | +16.0% |
| YTD | +17.4% | -22.5% | +39.9% | +22.7% |
| 1Y | +27.1% | -7.0% | +34.1% | +28.8% |
| All | +27.1% | -7.1% | +34.2% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling