+258.3%
EFV vs DAR
+1,606.5%
-1,348.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.1% |
| 7D | +1.5% | +1.4% | +0.1% | +1.1% |
| 30D | +1.7% | +12.8% | -11.0% | -1.8% |
| 3M | +8.6% | +7.4% | +1.3% | +6.0% |
| 6M | +11.7% | +22.3% | -10.6% | +4.8% |
| YTD | +19.3% | +81.1% | -61.8% | +0.7% |
| 1Y | +30.2% | +106.5% | -76.3% | +5.3% |
| 3Y | +91.6% | +5.3% | +86.3% | +78.1% |
| 5Y | +96.4% | -11.5% | +107.9% | +84.7% |
| 10Y | +166.5% | +353.3% | -186.9% | +45.7% |
| All | +258.3% | +1,606.5% | -1,348.2% | +25.9% |
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