+57.4%
MAR vs EFV
+25.8%
+31.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | -0.3% |
| 7D | +7.7% | +2.9% | +4.8% | +5.4% |
| 30D | +19.4% | +3.6% | +15.8% | +16.3% |
| 3M | +23.3% | -0.1% | +23.5% | +23.3% |
| 6M | +22.8% | +9.6% | +13.2% | +13.1% |
| YTD | +37.8% | +17.0% | +20.8% | +16.5% |
| 1Y | +57.4% | +25.7% | +31.7% | +21.7% |
| All | +57.4% | +25.8% | +31.5% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling