+87.6%
PL vs EFV
+29.0%
+58.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.1% |
| 7D | -9.3% | +1.5% | -10.8% | -11.5% |
| 30D | -18.9% | +1.7% | -20.7% | -21.1% |
| 3M | -58.4% | +8.6% | -67.0% | -63.0% |
| 6M | -30.3% | +11.7% | -42.0% | -37.5% |
| YTD | -8.1% | +19.3% | -27.4% | -30.2% |
| All | +87.6% | +29.0% | +58.6% | +27.0% |
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