+83.0%
PL vs EFV
+101.7%
-18.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -62.9% |
| 6M | -30.3% | +11.7% | -42.0% | -40.3% |
| YTD | -8.1% | +19.3% | -27.4% | -29.1% |
| 1Y | +180.5% | +30.2% | +150.3% | +91.1% |
| 3Y | +444.1% | +91.6% | +352.6% | +130.2% |
| 5Y | +83.0% | +96.4% | -13.4% | -25.8% |
| All | +83.0% | +101.7% | -18.7% | -26.0% |
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 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