+1,736.9%
NDAQ vs EFV
+247.9%
+1,489.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +1.7% | +0.7% | +1.0% | +1.0% |
| 30D | +16.2% | +2.0% | +14.2% | +14.1% |
| 3M | +14.0% | -1.6% | +15.6% | +15.4% |
| 6M | +22.3% | +5.8% | +16.5% | +15.7% |
| YTD | +13.0% | +15.6% | -2.6% | -2.1% |
| 1Y | +24.0% | +19.0% | +5.0% | +4.7% |
| 3Y | +117.1% | +90.7% | +26.4% | +17.9% |
| 5Y | +67.5% | +92.8% | -25.2% | -11.3% |
| 10Y | +474.3% | +160.5% | +313.7% | +118.7% |
| All | +1,736.9% | +247.9% | +1,489.0% | +331.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling