-42.4%
IT vs EFV
+93.2%
-135.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | +1.1% | +2.5% | -1.5% | -0.6% |
| 30D | -1.8% | +2.9% | -4.8% | -3.6% |
| 3M | +4.8% | -1.4% | +6.3% | +5.9% |
| 6M | +33.0% | +5.5% | +27.5% | +27.9% |
| YTD | -23.8% | +16.1% | -39.9% | -32.8% |
| 1Y | -16.5% | +20.3% | -36.8% | -28.5% |
| 3Y | -53.6% | +90.4% | -144.1% | -73.4% |
| All | -42.4% | +93.2% | -135.6% | -67.5% |
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 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