+152.7%
F vs EFV
+240.5%
-87.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.7% |
| 7D | +1.6% | -0.7% | +2.2% | +2.2% |
| 30D | +2.6% | +0.9% | +1.8% | +1.8% |
| 3M | -8.8% | -3.6% | -5.3% | -5.4% |
| 6M | +4.6% | +2.5% | +2.1% | +2.1% |
| YTD | -1.9% | +13.2% | -15.1% | -13.3% |
| 1Y | -0.8% | +20.3% | -21.1% | -17.4% |
| 3Y | +43.5% | +84.9% | -41.4% | -22.2% |
| 5Y | -12.1% | +87.7% | -99.8% | -52.0% |
| 10Y | +83.6% | +160.7% | -77.1% | -24.7% |
| All | +152.7% | +240.5% | -87.8% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling