+485.4%
P vs EFV
+166.1%
+319.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +6.5% | +1.5% | +5.0% | +4.8% |
| 30D | +18.8% | +1.7% | +17.1% | +16.5% |
| 3M | +26.7% | +8.6% | +18.1% | +15.9% |
| 6M | +62.2% | +11.7% | +50.5% | +43.3% |
| YTD | +48.5% | +19.3% | +29.2% | +22.3% |
| 1Y | +26.4% | +30.2% | -3.8% | -5.4% |
| 3Y | +159.4% | +91.6% | +67.8% | +26.8% |
| 5Y | +275.8% | +96.4% | +179.4% | +77.9% |
| 10Y | +732.0% | +166.5% | +565.5% | +192.6% |
| All | +485.4% | +166.1% | +319.2% | +96.6% |
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