+197.0%
F vs EFV
+258.8%
-61.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +5.3% | +1.5% | +3.8% | +3.8% |
| 30D | +4.6% | +1.7% | +2.8% | +2.9% |
| 3M | -3.7% | +8.6% | -12.3% | -11.3% |
| 6M | +16.8% | +11.7% | +5.1% | +4.6% |
| YTD | +15.3% | +19.3% | -4.0% | -3.3% |
| 1Y | +31.0% | +30.2% | +0.8% | +0.8% |
| 3Y | +45.4% | +91.6% | -46.1% | -23.9% |
| 5Y | +54.7% | +96.4% | -41.7% | -19.2% |
| 10Y | +98.2% | +166.5% | -68.3% | -20.8% |
| All | +197.0% | +258.8% | -61.8% | -4.9% |
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 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