+433.8%
MAR vs EFV
+169.9%
+263.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.6% |
| 7D | -0.5% | -0.8% | +0.3% | +0.3% |
| 30D | -5.4% | +0.6% | -6.1% | -6.1% |
| 3M | -15.5% | +7.5% | -23.0% | -22.0% |
| 6M | +3.0% | +13.0% | -10.1% | -10.0% |
| YTD | +8.5% | +18.3% | -9.8% | -10.0% |
| 1Y | +26.0% | +26.7% | -0.8% | -3.1% |
| 3Y | +68.6% | +89.6% | -21.0% | -18.0% |
| 5Y | +157.4% | +98.2% | +59.2% | +19.3% |
| All | +433.8% | +169.9% | +263.9% | +94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling