+32.6%
NET vs EFV
+94.3%
-61.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -6.6% |
| 7D | -16.4% | +2.9% | -19.2% | -19.6% |
| 30D | -25.8% | +3.6% | -29.4% | -29.4% |
| 3M | -11.5% | -0.1% | -11.4% | -11.9% |
| 6M | +18.9% | +9.6% | +9.3% | +4.0% |
| YTD | +35.2% | +17.0% | +18.2% | +5.8% |
| 1Y | +14.5% | +25.7% | -11.2% | -19.6% |
| 3Y | +313.8% | +90.1% | +223.7% | +45.4% |
| 5Y | +32.6% | +94.9% | -62.3% | -56.5% |
| All | +32.6% | +94.3% | -61.7% | -56.5% |
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