+31.7%
M vs EFV
+249.8%
-218.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.7% | +5.4% | +5.2% |
| 7D | +2.5% | +1.7% | +0.8% | +1.1% |
| 30D | +10.1% | +3.4% | +6.6% | +6.6% |
| 3M | -0.9% | -1.7% | +0.7% | +1.3% |
| 6M | +30.2% | +6.4% | +23.8% | +22.5% |
| YTD | +16.3% | +16.3% | 0.0% | -1.0% |
| 1Y | +27.0% | +22.9% | +4.0% | +2.1% |
| 3Y | +154.5% | +92.8% | +61.7% | +27.2% |
| 5Y | -1.1% | +93.5% | -94.6% | -49.4% |
| 10Y | +0.5% | +162.1% | -161.6% | -59.5% |
| All | +31.7% | +249.8% | -218.1% | -55.6% |
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