+67.2%
RF vs EFV
+240.5%
-173.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | +1.4% |
| 7D | -0.9% | -0.7% | -0.3% | -0.2% |
| 30D | +6.0% | +0.9% | +5.1% | +4.7% |
| 3M | -8.9% | -3.6% | -5.3% | -4.8% |
| 6M | +2.3% | +2.5% | -0.2% | -1.6% |
| YTD | +7.6% | +13.2% | -5.6% | -9.7% |
| 1Y | +21.2% | +20.3% | +0.8% | -6.0% |
| 3Y | +108.5% | +84.9% | +23.6% | -8.7% |
| 5Y | +43.2% | +87.7% | -44.5% | -37.9% |
| 10Y | +288.1% | +160.7% | +127.3% | +18.4% |
| All | +67.2% | +240.5% | -173.3% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling