-15.8%
F vs EFV
+87.6%
-103.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +1.0% |
| 7D | +1.6% | -0.7% | +2.2% | +2.3% |
| 30D | +2.6% | +0.9% | +1.8% | +1.5% |
| 3M | -8.8% | -3.6% | -5.3% | -4.7% |
| 6M | +4.6% | +2.5% | +2.1% | +1.4% |
| YTD | -1.9% | +13.2% | -15.1% | -15.9% |
| 1Y | -0.8% | +20.3% | -21.1% | -21.2% |
| 3Y | +43.5% | +84.9% | -41.4% | -36.0% |
| All | -15.8% | +87.6% | -103.4% | -61.9% |
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