+33.0%
Q vs EFV
+25.3%
+7.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +0.7% |
| 7D | +4.9% | -0.8% | +5.7% | +6.3% |
| 30D | -11.0% | +0.6% | -11.6% | -12.1% |
| 3M | -15.2% | +7.5% | -22.7% | -25.4% |
| 6M | +8.8% | +13.0% | -4.2% | -12.2% |
| YTD | +55.1% | +18.3% | +36.8% | +16.4% |
| All | +33.0% | +25.3% | +7.7% | -9.9% |
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