+643.2%
GEV vs EFV
+70.6%
+572.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +4.0% |
| 7D | +8.1% | +1.0% | +7.1% | +6.8% |
| 30D | -1.9% | +0.2% | -2.1% | -2.2% |
| 3M | +4.1% | +9.6% | -5.6% | -7.4% |
| 6M | +23.2% | +14.0% | +9.2% | +4.5% |
| YTD | +48.9% | +18.5% | +30.4% | +20.2% |
| 1Y | +62.2% | +27.9% | +34.3% | +19.3% |
| All | +643.2% | +70.6% | +572.6% | +276.2% |
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