+652.6%
P vs EFV
+159.5%
+493.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.4% |
| 7D | -13.3% | +2.1% | -15.5% | -15.3% |
| 30D | -34.0% | +3.1% | -37.0% | -36.2% |
| 3M | +4.1% | -1.3% | +5.4% | +5.8% |
| 6M | +30.5% | +6.0% | +24.5% | +22.5% |
| YTD | +52.2% | +15.8% | +36.3% | +28.7% |
| 1Y | +10.3% | +21.1% | -10.8% | -11.3% |
| 3Y | +180.9% | +91.0% | +89.9% | +33.4% |
| 5Y | +259.7% | +94.3% | +165.4% | +66.4% |
| 10Y | +652.6% | +160.4% | +492.2% | +179.8% |
| All | +652.6% | +159.5% | +493.1% | +179.8% |
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 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