+20.6%
M vs EFV
+258.8%
-238.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | +4.7% | +1.5% | +3.2% | +3.1% |
| 30D | -9.6% | +1.7% | -11.4% | -11.3% |
| 3M | +0.9% | +8.6% | -7.8% | -7.6% |
| 6M | +22.3% | +11.7% | +10.6% | +8.3% |
| YTD | +6.5% | +19.3% | -12.8% | -12.1% |
| 1Y | +38.8% | +30.2% | +8.6% | +4.7% |
| 3Y | +115.9% | +91.6% | +24.3% | +8.1% |
| 5Y | +28.6% | +96.4% | -67.8% | -35.6% |
| 10Y | -2.5% | +166.5% | -169.0% | -61.6% |
| All | +20.6% | +258.8% | -238.2% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling