+162.7%
EFV vs DAR
+375.1%
-212.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | -2.0% | +0.9% | -2.9% | -2.2% |
| 30D | -0.2% | +6.4% | -6.6% | -1.8% |
| 3M | +9.1% | +13.2% | -4.1% | +5.5% |
| 6M | +11.7% | +26.2% | -14.5% | +4.8% |
| YTD | +17.0% | +84.4% | -67.3% | +0.2% |
| 1Y | +26.7% | +112.0% | -85.3% | +4.2% |
| 3Y | +90.2% | +13.4% | +76.8% | +76.8% |
| 5Y | +96.1% | -6.0% | +102.1% | +84.9% |
| All | +162.7% | +375.1% | -212.3% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DAR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling