+322.4%
NET vs EFV
+90.4%
+232.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -5.0% |
| 7D | -16.4% | +2.9% | -19.2% | -18.3% |
| 30D | -25.8% | +3.6% | -29.4% | -28.0% |
| 3M | -11.5% | -0.1% | -11.4% | -11.6% |
| 6M | +18.9% | +9.6% | +9.3% | +9.6% |
| YTD | +35.2% | +17.0% | +18.2% | +15.6% |
| 1Y | +14.5% | +25.7% | -11.2% | -9.1% |
| All | +322.4% | +90.4% | +232.0% | +101.1% |
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 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