+247.9%
EFV vs DAR
+1,318.3%
-1,070.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -1.4% |
| 7D | -1.0% | +3.6% | -4.6% | -2.0% |
| 30D | +3.1% | -11.3% | +14.4% | +6.2% |
| 3M | -1.2% | -13.1% | +11.9% | +1.9% |
| 6M | +5.6% | -15.1% | +20.8% | +9.2% |
| YTD | +15.8% | +50.5% | -34.7% | +2.2% |
| 1Y | +20.0% | +57.9% | -37.9% | +4.4% |
| 3Y | +91.0% | +28.9% | +62.0% | +67.1% |
| 5Y | +93.7% | -31.4% | +125.1% | +94.8% |
| 10Y | +160.9% | +301.0% | -140.1% | +46.7% |
| All | +247.9% | +1,318.3% | -1,070.4% | +27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling