-32.8%
OPEN vs EFV
+91.3%
-124.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.3% |
| 7D | -31.1% | -1.0% | -30.1% | -28.9% |
| 30D | -34.7% | +3.1% | -37.8% | -37.7% |
| 3M | -61.9% | -1.2% | -60.6% | -60.1% |
| 6M | -71.9% | +5.6% | -77.5% | -74.3% |
| YTD | -76.6% | +15.8% | -92.4% | -82.9% |
| 1Y | -83.9% | +20.0% | -103.9% | -89.2% |
| All | -32.8% | +91.3% | -124.1% | -88.7% |
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