+29.7%
Q vs EFV
+25.4%
+4.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +3.5% |
| 7D | +6.7% | +1.0% | +5.8% | +4.9% |
| 30D | -10.6% | +0.2% | -10.8% | -11.0% |
| 3M | -14.6% | +9.6% | -24.2% | -27.4% |
| 6M | +12.1% | +14.0% | -2.0% | -10.9% |
| YTD | +51.3% | +18.5% | +32.8% | +13.3% |
| All | +29.7% | +25.4% | +4.3% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling