-8.2%
IR vs EFV
+26.9%
-35.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -15.1% |
| 3M | -0.4% | +8.4% | -8.8% | -9.8% |
| 6M | -15.0% | +12.3% | -27.4% | -26.1% |
| YTD | -7.1% | +17.4% | -24.4% | -25.4% |
| All | -8.2% | +26.9% | -35.1% | -33.6% |
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