+32.3%
M vs EFV
+248.5%
-216.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | +5.0% | +2.1% | +2.9% | +3.1% |
| 30D | +10.6% | +3.1% | +7.6% | +7.6% |
| 3M | +1.6% | -1.3% | +2.9% | +3.4% |
| 6M | +30.8% | +6.0% | +24.8% | +23.6% |
| YTD | +16.9% | +15.8% | +1.1% | 0.0% |
| 1Y | +26.3% | +21.1% | +5.2% | +3.2% |
| 3Y | +158.6% | +91.0% | +67.6% | +30.6% |
| 5Y | +2.1% | +94.3% | -92.2% | -48.0% |
| 10Y | -4.3% | +160.4% | -164.8% | -61.2% |
| All | +32.3% | +248.5% | -216.2% | -55.2% |
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 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