+120.1%
MAR vs EFV
+91.8%
+28.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.6% |
| 7D | +1.6% | +2.5% | -0.9% | -0.4% |
| 30D | +13.8% | +2.9% | +10.9% | +11.3% |
| 3M | +20.3% | -1.4% | +21.7% | +21.5% |
| 6M | +21.3% | +5.5% | +15.8% | +15.8% |
| YTD | +37.2% | +16.1% | +21.1% | +20.9% |
| 1Y | +48.4% | +20.3% | +28.2% | +27.1% |
| 3Y | +120.1% | +90.4% | +29.7% | +28.8% |
| All | +120.1% | +91.8% | +28.3% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling