-72.2%
OPEN vs EFV
+160.8%
-233.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -0.7% |
| 7D | -2.9% | -0.5% | -2.4% | -2.0% |
| 30D | -13.8% | 0.0% | -13.8% | -13.6% |
| 3M | -30.9% | +8.4% | -39.3% | -39.9% |
| 6M | -40.9% | +12.3% | -53.3% | -52.0% |
| YTD | -48.5% | +17.4% | -65.9% | -61.5% |
| 1Y | -50.9% | +27.1% | -78.0% | -67.6% |
| 3Y | -20.6% | +90.7% | -111.3% | -73.1% |
| 5Y | -84.2% | +95.6% | -179.8% | -94.7% |
| All | -72.2% | +160.8% | -233.0% | -91.8% |
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