-27.7%
FDS vs EFV
+94.1%
-121.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.7% |
| 7D | -16.0% | -2.0% | -14.0% | -15.2% |
| 30D | -6.7% | -0.2% | -6.5% | -6.6% |
| 3M | +6.0% | +9.1% | -3.2% | +1.6% |
| 6M | +25.1% | +11.7% | +13.4% | +17.8% |
| YTD | -8.1% | +17.0% | -25.2% | -16.3% |
| 1Y | -26.0% | +26.7% | -52.7% | -35.7% |
| 3Y | -36.4% | +90.2% | -126.6% | -56.8% |
| 5Y | -27.7% | +96.1% | -123.8% | -52.7% |
| All | -27.7% | +94.1% | -121.8% | -52.7% |
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 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