+90.1%
RF vs EFV
+96.9%
-6.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +1.3% | +1.5% | -0.2% | -0.3% |
| 30D | -3.6% | +1.7% | -5.4% | -5.4% |
| 3M | +8.1% | +8.6% | -0.6% | -1.4% |
| 6M | +11.5% | +11.7% | -0.2% | -1.7% |
| YTD | +15.6% | +19.3% | -3.7% | -5.7% |
| 1Y | +15.7% | +30.2% | -14.5% | -14.7% |
| 3Y | +86.9% | +91.6% | -4.7% | -14.4% |
| All | +90.1% | +96.9% | -6.8% | -11.8% |
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