+10.1%
IR vs EFV
+20.5%
-10.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.1% | -1.0% | +2.1% | +2.2% |
| 30D | +7.6% | +3.1% | +4.5% | +4.0% |
| 3M | +0.1% | -1.2% | +1.3% | +1.4% |
| 6M | +14.0% | +5.6% | +8.3% | +6.2% |
| YTD | +7.5% | +15.8% | -8.3% | -14.4% |
| 1Y | +10.1% | +20.0% | -9.9% | -17.1% |
| All | +10.1% | +20.5% | -10.4% | -17.1% |
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