+27.7%
P vs EFV
+28.4%
-0.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.5% |
| 7D | +7.8% | +1.0% | +6.9% | +6.6% |
| 30D | +12.3% | +0.2% | +12.1% | +12.0% |
| 3M | +37.1% | +9.6% | +27.5% | +22.5% |
| 6M | +66.1% | +14.0% | +52.0% | +39.7% |
| YTD | +50.9% | +18.5% | +32.5% | +20.7% |
| All | +27.7% | +28.4% | -0.7% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling