-67.5%
S vs EFV
+93.3%
-160.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.2% | -1.0% | +2.2% | +2.5% |
| 30D | -7.3% | +3.1% | -10.4% | -10.1% |
| 3M | +5.9% | -1.2% | +7.1% | +7.0% |
| 6M | +45.6% | +5.6% | +40.0% | +36.3% |
| YTD | +58.5% | +15.8% | +42.7% | +31.1% |
| 1Y | +37.6% | +20.0% | +17.6% | +9.0% |
| 3Y | +51.7% | +91.0% | -39.3% | -34.4% |
| 5Y | -67.5% | +93.7% | -161.1% | -86.5% |
| All | -67.5% | +93.3% | -160.8% | -86.5% |
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