+46.0%
F vs EFV
+91.8%
-45.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.3% |
| 7D | -3.1% | +2.5% | -5.6% | -5.6% |
| 30D | 0.0% | +2.9% | -2.9% | -2.9% |
| 3M | -13.2% | -1.4% | -11.8% | -11.8% |
| 6M | -10.2% | +5.5% | -15.7% | -15.1% |
| YTD | -4.9% | +16.1% | -21.0% | -18.4% |
| 1Y | -6.1% | +20.3% | -26.4% | -22.4% |
| 3Y | +46.0% | +90.4% | -44.5% | -33.4% |
| All | +46.0% | +91.8% | -45.8% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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