+13.8%
ORCL vs EFV
+91.8%
-78.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.7% |
| 7D | +8.0% | +2.5% | +5.4% | +5.8% |
| 30D | -4.0% | +2.9% | -6.9% | -6.2% |
| 3M | -19.5% | -1.4% | -18.0% | -18.5% |
| 6M | -33.5% | +5.5% | -39.0% | -35.9% |
| YTD | -34.8% | +16.1% | -50.9% | -42.1% |
| 1Y | -41.6% | +20.3% | -61.9% | -49.7% |
| 3Y | +13.8% | +90.4% | -76.7% | -34.6% |
| All | +13.8% | +91.8% | -78.0% | -34.6% |
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