+46.5%
F vs EFV
+96.3%
-49.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.6% | -3.4% |
| 7D | +1.2% | +1.0% | +0.2% | 0.0% |
| 30D | +1.2% | +0.2% | +1.1% | +1.1% |
| 3M | -5.7% | +9.6% | -15.3% | -15.7% |
| 6M | +17.9% | +14.0% | +3.9% | +0.1% |
| YTD | +10.4% | +18.5% | -8.1% | -10.5% |
| 1Y | +25.3% | +27.9% | -2.6% | -7.7% |
| 3Y | +37.5% | +92.4% | -55.0% | -41.7% |
| 5Y | +46.5% | +97.2% | -50.7% | -37.0% |
| All | +46.5% | +96.3% | -49.8% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling