+672.3%
O vs EFV
+249.2%
+423.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.0% |
| 7D | -0.4% | +2.5% | -2.9% | -2.3% |
| 30D | +7.1% | +2.9% | +4.2% | +4.8% |
| 3M | -5.2% | -1.4% | -3.8% | -4.3% |
| 6M | -1.8% | +5.5% | -7.3% | -6.0% |
| YTD | +9.1% | +16.1% | -7.0% | -3.3% |
| 1Y | +9.7% | +20.3% | -10.6% | -5.4% |
| 3Y | +39.1% | +90.4% | -51.3% | -16.5% |
| 5Y | +8.4% | +93.5% | -85.1% | -36.9% |
| 10Y | +80.2% | +161.5% | -81.4% | -17.9% |
| All | +672.3% | +249.2% | +423.1% | +147.2% |
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 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