+116.8%
NDAQ vs EFV
+91.8%
+25.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.4% |
| 7D | +1.3% | +2.5% | -1.3% | -0.1% |
| 30D | +18.0% | +2.9% | +15.0% | +16.1% |
| 3M | +11.5% | -1.4% | +13.0% | +12.4% |
| 6M | +21.1% | +5.5% | +15.5% | +17.3% |
| YTD | +12.8% | +16.1% | -3.3% | +2.5% |
| 1Y | +25.7% | +20.3% | +5.4% | +11.6% |
| 3Y | +116.8% | +90.4% | +26.4% | +44.3% |
| All | +116.8% | +91.8% | +25.0% | +44.3% |
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