+92.4%
EFV vs COO
-23.3%
+115.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.2% |
| 7D | +1.0% | -2.3% | +3.3% | +1.4% |
| 30D | +0.2% | -8.8% | +9.0% | +1.8% |
| 3M | +9.6% | +1.3% | +8.3% | +9.1% |
| 6M | +14.0% | -11.6% | +25.6% | +16.4% |
| YTD | +18.5% | -17.4% | +35.9% | +22.4% |
| 1Y | +27.9% | -1.6% | +29.5% | +27.6% |
| 3Y | +92.4% | -22.6% | +115.1% | +97.5% |
| All | +92.4% | -23.3% | +115.8% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling