+504.9%
P vs EFV
+159.4%
+345.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.7% | +3.6% | +3.3% |
| 7D | -9.6% | +1.7% | -11.4% | -11.3% |
| 30D | -33.4% | +3.4% | -36.9% | -35.9% |
| 3M | +14.2% | -1.7% | +15.9% | +16.4% |
| 6M | +31.6% | +6.4% | +25.2% | +23.3% |
| YTD | +53.5% | +16.3% | +37.2% | +30.2% |
| 1Y | +14.2% | +22.9% | -8.7% | -8.9% |
| 3Y | +190.5% | +92.8% | +97.7% | +41.2% |
| 5Y | +256.3% | +93.5% | +162.8% | +71.6% |
| 10Y | +707.9% | +162.1% | +545.7% | +190.5% |
| All | +504.9% | +159.4% | +345.5% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling