+26.7%
Q vs EFV
+26.3%
+0.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.9% |
| 7D | +0.2% | +1.5% | -1.2% | -2.3% |
| 30D | -11.1% | +1.7% | -12.9% | -13.8% |
| 3M | -22.1% | +8.6% | -30.8% | -32.5% |
| 6M | +0.5% | +11.7% | -11.2% | -17.1% |
| YTD | +47.8% | +19.3% | +28.5% | +9.5% |
| All | +26.7% | +26.3% | +0.5% | -15.3% |
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