+649.0%
P vs EFV
+162.4%
+486.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.6% |
| 7D | +17.8% | +0.7% | +17.1% | +16.9% |
| 30D | -29.9% | +2.0% | -31.9% | -31.4% |
| 3M | -1.2% | -1.6% | +0.5% | +0.9% |
| 6M | +32.1% | +5.8% | +26.4% | +24.3% |
| YTD | +64.3% | +15.6% | +48.7% | +39.2% |
| 1Y | +24.3% | +19.0% | +5.3% | +2.0% |
| 3Y | +203.2% | +90.7% | +112.6% | +44.3% |
| 5Y | +290.4% | +92.8% | +197.7% | +82.2% |
| All | +649.0% | +162.4% | +486.6% | +168.1% |
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