+632.4%
GEV vs EFV
+70.4%
+562.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +2.2% |
| 7D | +1.6% | -0.8% | +2.4% | +2.7% |
| 30D | -7.9% | +0.6% | -8.6% | -8.7% |
| 3M | +5.6% | +7.5% | -1.9% | -3.7% |
| 6M | +13.1% | +13.0% | 0.0% | -3.0% |
| YTD | +46.7% | +18.3% | +28.4% | +18.7% |
| 1Y | +51.3% | +26.7% | +24.6% | +12.7% |
| All | +632.4% | +70.4% | +562.0% | +271.5% |
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 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