+79.7%
RF vs EFV
+258.8%
-179.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +1.3% | +1.5% | -0.2% | -0.6% |
| 30D | -3.6% | +1.7% | -5.4% | -5.8% |
| 3M | +8.1% | +8.6% | -0.6% | -3.3% |
| 6M | +11.5% | +11.7% | -0.2% | -4.2% |
| YTD | +15.6% | +19.3% | -3.7% | -9.1% |
| 1Y | +15.7% | +30.2% | -14.5% | -18.9% |
| 3Y | +86.9% | +91.6% | -4.7% | -21.4% |
| 5Y | +89.8% | +96.4% | -6.6% | -22.0% |
| 10Y | +344.7% | +166.5% | +178.2% | +32.0% |
| All | +79.7% | +258.8% | -179.1% | -42.9% |
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 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