+247.4%
EFV vs DAR
+1,349.2%
-1,101.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.7% |
| 7D | +0.7% | +9.2% | -8.5% | -1.6% |
| 30D | +2.0% | -12.3% | +14.3% | +5.4% |
| 3M | -1.6% | -12.7% | +11.1% | +1.4% |
| 6M | +5.8% | -12.8% | +18.5% | +8.5% |
| YTD | +15.6% | +53.8% | -38.1% | +1.5% |
| 1Y | +19.0% | +60.3% | -41.3% | +3.1% |
| 3Y | +90.7% | +31.7% | +58.9% | +65.9% |
| 5Y | +92.8% | -27.7% | +120.5% | +91.2% |
| 10Y | +160.5% | +309.8% | -149.2% | +45.7% |
| All | +247.4% | +1,349.2% | -1,101.8% | +26.9% |
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