+29.7%
Q vs EFV
+23.9%
+5.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.2% |
| 7D | +4.1% | -2.0% | +6.1% | +7.6% |
| 30D | -10.7% | -0.2% | -10.5% | -10.6% |
| 3M | -11.7% | +9.1% | -20.8% | -24.5% |
| 6M | +8.3% | +11.7% | -3.4% | -10.8% |
| YTD | +51.3% | +17.0% | +34.3% | +15.6% |
| All | +29.7% | +23.9% | +5.8% | -10.5% |
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 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