+258.3%
EFV vs COO
+308.7%
-50.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | +1.5% | -2.2% | +3.7% | +2.2% |
| 30D | +1.7% | -7.0% | +8.8% | +3.8% |
| 3M | +8.6% | +12.2% | -3.6% | +4.5% |
| 6M | +11.7% | -15.1% | +26.8% | +16.5% |
| YTD | +19.3% | -15.1% | +34.4% | +24.3% |
| 1Y | +30.2% | +2.3% | +27.9% | +27.9% |
| 3Y | +91.6% | -23.7% | +115.3% | +100.1% |
| 5Y | +96.4% | -38.9% | +135.3% | +115.8% |
| 10Y | +166.5% | +49.9% | +116.5% | +118.4% |
| All | +258.3% | +308.7% | -50.4% | +63.6% |
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