+715.0%
P vs EFV
+163.3%
+551.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.4% |
| 7D | +7.8% | +1.0% | +6.9% | +6.7% |
| 30D | +12.3% | +0.2% | +12.1% | +12.0% |
| 3M | +37.1% | +9.6% | +27.5% | +23.5% |
| 6M | +66.1% | +14.0% | +52.0% | +42.6% |
| YTD | +50.9% | +18.5% | +32.5% | +24.3% |
| 1Y | +27.2% | +27.9% | -0.7% | -3.9% |
| 3Y | +158.7% | +92.4% | +66.2% | +22.1% |
| 5Y | +291.1% | +97.2% | +193.9% | +78.3% |
| 10Y | +715.0% | +163.0% | +552.0% | +185.0% |
| All | +715.0% | +163.3% | +551.6% | +185.0% |
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