-48.8%
SE vs EFV
+25.8%
-74.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.1% | +1.3% | +1.6% |
| 7D | +6.7% | +2.9% | +3.8% | +4.0% |
| 30D | -17.2% | +3.6% | -20.8% | -19.8% |
| 3M | -28.0% | -0.1% | -27.9% | -28.0% |
| 6M | -6.1% | +9.6% | -15.7% | -14.4% |
| YTD | -37.1% | +17.0% | -54.1% | -43.1% |
| 1Y | -48.8% | +25.7% | -74.4% | -55.0% |
| All | -48.8% | +25.8% | -74.6% | -55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling