-53.4%
S vs EFV
+97.1%
-150.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.2% |
| 7D | +0.1% | -2.0% | +2.0% | +2.2% |
| 30D | -11.8% | -0.2% | -11.6% | -11.7% |
| 3M | +33.9% | +9.1% | +24.8% | +21.6% |
| 6M | +40.1% | +11.7% | +28.4% | +22.9% |
| YTD | +32.1% | +17.0% | +15.0% | +8.8% |
| 1Y | +11.0% | +26.7% | -15.7% | -16.6% |
| 3Y | +16.9% | +90.2% | -73.2% | -47.0% |
| 5Y | -68.9% | +96.1% | -165.0% | -86.8% |
| All | -53.4% | +97.1% | -150.5% | -80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling