+47.9%
IR vs EFV
+92.6%
-44.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | +1.5% | +2.1% | -0.6% | -0.9% |
| 30D | +9.0% | +3.1% | +6.0% | +5.4% |
| 3M | -0.9% | -1.3% | +0.4% | +0.4% |
| 6M | +13.4% | +6.0% | +7.4% | +6.0% |
| YTD | +8.5% | +15.8% | -7.4% | -8.0% |
| 1Y | +11.3% | +21.1% | -9.8% | -10.0% |
| 3Y | +26.0% | +91.0% | -65.0% | -39.3% |
| 5Y | +47.9% | +94.3% | -46.4% | -30.2% |
| All | +47.9% | +92.6% | -44.8% | -30.2% |
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