+90.0%
EFV vs DAR
+29.4%
+60.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.6% |
| 7D | -1.0% | +3.6% | -4.6% | -1.4% |
| 30D | +3.1% | -11.3% | +14.4% | +4.4% |
| 3M | -1.2% | -13.1% | +11.9% | +0.1% |
| 6M | +5.6% | -15.1% | +20.8% | +7.2% |
| YTD | +15.8% | +50.5% | -34.7% | +8.8% |
| 1Y | +20.0% | +57.9% | -37.9% | +11.9% |
| All | +90.0% | +29.4% | +60.6% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling