-70.6%
S vs EFV
+95.4%
-166.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +1.0% |
| 7D | -1.2% | -0.5% | -0.7% | -0.7% |
| 30D | -12.6% | 0.0% | -12.6% | -12.7% |
| 3M | +27.6% | +8.4% | +19.1% | +16.4% |
| 6M | +35.5% | +12.3% | +23.1% | +17.8% |
| YTD | +29.6% | +17.4% | +12.2% | +6.0% |
| 1Y | +8.1% | +27.1% | -19.0% | -19.6% |
| 3Y | +14.8% | +90.7% | -76.0% | -49.3% |
| 5Y | -70.6% | +95.6% | -166.2% | -87.9% |
| All | -70.6% | +95.4% | -166.0% | -87.9% |
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 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