-6.1%
M vs EFV
+162.1%
-168.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -2.9% |
| 7D | -4.1% | -0.5% | -3.5% | -3.3% |
| 30D | -13.6% | 0.0% | -13.6% | -13.6% |
| 3M | -2.3% | +8.4% | -10.7% | -12.5% |
| 6M | +21.9% | +12.3% | +9.6% | +3.2% |
| YTD | -0.6% | +17.4% | -18.0% | -21.1% |
| 1Y | +29.7% | +27.1% | +2.6% | -7.5% |
| 3Y | +107.3% | +90.7% | +16.6% | -17.8% |
| 5Y | +20.5% | +95.6% | -75.1% | -52.9% |
| 10Y | -6.1% | +165.3% | -171.4% | -73.0% |
| All | -6.1% | +162.1% | -168.2% | -73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling