+24.0%
NET vs EFV
+90.6%
-66.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.9% | -6.4% | -5.9% |
| 7D | -21.2% | +0.3% | -21.5% | -21.6% |
| 30D | -31.1% | +1.2% | -32.3% | -32.2% |
| 3M | -16.5% | -2.1% | -14.5% | -14.6% |
| 6M | 0.0% | +6.4% | -6.4% | -9.0% |
| YTD | +24.0% | +14.8% | +9.2% | -0.4% |
| 1Y | +7.0% | +22.4% | -15.4% | -22.0% |
| 3Y | +279.6% | +86.6% | +193.0% | +36.8% |
| 5Y | +24.0% | +90.4% | -66.4% | -59.3% |
| All | +24.0% | +90.6% | -66.6% | -59.3% |
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 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