+248.0%
EFV vs COO
+273.4%
-25.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +2.1% | +4.5% | -2.4% | +0.9% |
| 30D | +3.1% | +16.9% | -13.9% | -1.6% |
| 3M | -1.3% | -16.7% | +15.4% | +3.3% |
| 6M | +6.0% | +5.9% | +0.1% | +2.9% |
| YTD | +15.8% | -22.4% | +38.3% | +23.1% |
| 1Y | +21.1% | -10.1% | +31.2% | +22.9% |
| 3Y | +91.0% | -22.8% | +113.8% | +97.3% |
| 5Y | +94.3% | -41.4% | +135.7% | +114.6% |
| 10Y | +160.4% | +41.3% | +119.2% | +115.8% |
| All | +248.0% | +273.4% | -25.4% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling