+152.5%
F vs EFV
+248.5%
-96.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.4% |
| 7D | +1.0% | +2.1% | -1.2% | -1.2% |
| 30D | +2.1% | +3.1% | -0.9% | -0.9% |
| 3M | -10.3% | -1.3% | -9.0% | -9.0% |
| 6M | +3.3% | +6.0% | -2.8% | -2.6% |
| YTD | -2.0% | +15.8% | -17.8% | -15.4% |
| 1Y | -2.3% | +21.1% | -23.4% | -19.3% |
| 3Y | +49.9% | +91.0% | -41.1% | -21.4% |
| 5Y | -12.5% | +94.3% | -106.8% | -53.8% |
| 10Y | +74.3% | +160.4% | -86.2% | -28.7% |
| All | +152.5% | +248.5% | -96.0% | -16.8% |
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