+154.1%
MAR vs EFV
+95.4%
+58.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.7% |
| 7D | -0.5% | -0.5% | 0.0% | 0.0% |
| 30D | -4.7% | 0.0% | -4.7% | -4.7% |
| 3M | -15.6% | +8.4% | -24.0% | -22.0% |
| 6M | +1.2% | +12.3% | -11.1% | -9.7% |
| YTD | +7.5% | +17.4% | -9.9% | -8.4% |
| 1Y | +26.6% | +27.1% | -0.5% | -0.2% |
| 3Y | +66.0% | +90.7% | -24.8% | -14.5% |
| 5Y | +154.1% | +95.6% | +58.5% | +27.4% |
| All | +154.1% | +95.4% | +58.7% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling