+28.2%
M vs EFV
+96.3%
-68.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -1.7% |
| 7D | +2.4% | +1.0% | +1.4% | +1.1% |
| 30D | -11.6% | +0.2% | -11.8% | -11.8% |
| 3M | +1.6% | +9.6% | -8.0% | -9.6% |
| 6M | +25.2% | +14.0% | +11.2% | +5.1% |
| YTD | +3.8% | +18.5% | -14.7% | -17.4% |
| 1Y | +36.3% | +27.9% | +8.4% | -1.7% |
| 3Y | +116.3% | +92.4% | +23.9% | -12.6% |
| 5Y | +28.2% | +97.2% | -69.0% | -48.9% |
| All | +28.2% | +96.3% | -68.1% | -48.9% |
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