-18.8%
OPEN vs EFV
+92.7%
-111.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -1.1% |
| 7D | +1.0% | +1.0% | 0.0% | -1.1% |
| 30D | -11.9% | +0.2% | -12.1% | -12.0% |
| 3M | -28.8% | +9.6% | -38.4% | -41.1% |
| 6M | -38.6% | +14.0% | -52.6% | -53.8% |
| YTD | -47.3% | +18.5% | -65.8% | -64.1% |
| 1Y | -49.2% | +27.9% | -77.1% | -70.5% |
| 3Y | -18.8% | +92.4% | -111.2% | -84.8% |
| All | -18.8% | +92.7% | -111.5% | -84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling