+43.3%
IR vs EFV
+96.3%
-53.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -0.9% |
| 7D | +0.6% | +1.0% | -0.4% | -0.5% |
| 30D | -13.6% | +0.2% | -13.8% | -13.8% |
| 3M | +3.7% | +9.6% | -5.9% | -6.3% |
| 6M | -13.1% | +14.0% | -27.1% | -24.7% |
| YTD | -5.1% | +18.5% | -23.6% | -21.2% |
| 1Y | -6.5% | +27.9% | -34.4% | -28.5% |
| 3Y | +8.5% | +92.4% | -83.9% | -47.6% |
| 5Y | +43.3% | +97.2% | -53.9% | -34.1% |
| All | +43.3% | +96.3% | -53.0% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling