+494.2%
FIX vs EFV
+91.8%
+402.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.8% |
| 7D | +9.4% | +2.5% | +6.9% | +6.5% |
| 30D | -27.8% | +2.9% | -30.7% | -30.5% |
| 3M | -35.6% | -1.4% | -34.1% | -34.7% |
| 6M | -45.2% | +5.5% | -50.8% | -48.9% |
| YTD | +19.5% | +16.1% | +3.4% | +0.2% |
| 1Y | +24.2% | +20.3% | +4.0% | +0.3% |
| 3Y | +494.2% | +90.4% | +403.7% | +163.5% |
| All | +494.2% | +91.8% | +402.4% | +163.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling