+78.7%
PR vs EFV
+161.2%
-82.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -0.5% | -1.0% | +0.5% | +0.6% |
| 30D | -4.6% | +3.1% | -7.7% | -8.8% |
| 3M | +4.7% | -1.2% | +5.9% | +5.3% |
| 6M | +12.4% | +5.6% | +6.8% | +2.8% |
| YTD | +62.9% | +15.8% | +47.0% | +28.9% |
| 1Y | +70.6% | +20.0% | +50.6% | +28.2% |
| 3Y | +90.0% | +91.0% | -0.9% | -26.3% |
| 5Y | +255.5% | +93.7% | +161.9% | +38.3% |
| 10Y | +78.7% | +160.9% | -82.2% | +2.5% |
| All | +78.7% | +161.2% | -82.5% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling