+277.0%
IR vs EFV
+131.9%
+145.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.0% |
| 7D | -1.9% | -0.5% | -1.4% | -1.3% |
| 30D | -15.0% | 0.0% | -15.1% | -15.0% |
| 3M | -0.4% | +8.4% | -8.8% | -9.3% |
| 6M | -15.0% | +12.3% | -27.4% | -25.6% |
| YTD | -7.1% | +17.4% | -24.4% | -22.6% |
| 1Y | -7.5% | +27.1% | -34.7% | -29.7% |
| 3Y | +6.3% | +90.7% | -84.4% | -49.7% |
| 5Y | +37.3% | +95.6% | -58.3% | -36.7% |
| All | +277.0% | +131.9% | +145.1% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling