-3.4%
NDAQ vs EFV
+27.7%
-31.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.9% |
| 7D | -5.6% | -0.8% | -4.7% | -5.3% |
| 30D | -4.4% | +0.6% | -5.0% | -4.5% |
| 3M | +5.9% | +7.5% | -1.7% | +3.3% |
| 6M | +7.7% | +13.0% | -5.3% | +3.0% |
| YTD | -5.2% | +18.3% | -23.5% | -12.4% |
| 1Y | -3.4% | +26.7% | -30.1% | -14.1% |
| All | -3.4% | +27.7% | -31.0% | -14.1% |
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