+21.1%
PL vs EFV
+87.6%
-66.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.4% | +11.8% | +12.6% |
| 7D | -6.8% | -0.7% | -6.2% | -6.4% |
| 30D | -29.3% | +0.9% | -30.2% | -30.8% |
| 3M | -44.8% | -3.6% | -41.2% | -41.6% |
| 6M | -68.4% | +2.5% | -70.9% | -69.2% |
| YTD | -36.4% | +13.2% | -49.6% | -47.8% |
| 1Y | +0.7% | +20.3% | -19.6% | -25.0% |
| 3Y | +455.3% | +84.9% | +370.4% | +128.2% |
| All | +21.1% | +87.6% | -66.4% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling