-3.5%
IR vs EFV
+30.7%
-34.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -2.8% | +1.5% | -4.3% | -4.5% |
| 30D | -15.1% | +1.7% | -16.9% | -16.9% |
| 3M | +6.1% | +8.6% | -2.6% | -4.1% |
| 6M | -16.8% | +11.7% | -28.5% | -27.0% |
| YTD | -3.5% | +19.3% | -22.8% | -23.9% |
| 1Y | -3.5% | +30.2% | -33.7% | -31.7% |
| All | -3.5% | +30.7% | -34.2% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling