-0.4%
PL vs EFV
+25.8%
-26.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.1% | -9.5% | -10.8% |
| 7D | -11.7% | +2.9% | -14.6% | -15.6% |
| 30D | -27.1% | +3.6% | -30.7% | -31.0% |
| 3M | -44.6% | -0.1% | -44.5% | -44.4% |
| 6M | -67.2% | +9.6% | -76.8% | -70.4% |
| YTD | -35.9% | +17.0% | -52.8% | -50.0% |
| 1Y | -0.4% | +25.7% | -26.0% | -29.8% |
| All | -0.4% | +25.8% | -26.2% | -29.8% |
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 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