+50.9%
O vs EFV
+167.0%
-116.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -3.5% | -2.0% | -1.5% | -2.1% |
| 30D | -3.3% | -0.2% | -3.1% | -3.2% |
| 3M | -2.8% | +9.1% | -12.0% | -9.1% |
| 6M | -5.8% | +11.7% | -17.5% | -13.6% |
| YTD | +9.4% | +17.0% | -7.7% | -3.4% |
| 1Y | +5.7% | +26.7% | -21.0% | -12.2% |
| 3Y | +27.2% | +90.2% | -62.9% | -24.0% |
| 5Y | +17.2% | +96.1% | -78.9% | -32.8% |
| All | +50.9% | +167.0% | -116.1% | -40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling