+252.8%
SPOT vs EFV
+117.2%
+135.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | 0.0% |
| 7D | -3.1% | -0.8% | -2.3% | -2.5% |
| 30D | +7.4% | +0.6% | +6.7% | +6.9% |
| 3M | +8.2% | +7.5% | +0.6% | +2.4% |
| 6M | +2.2% | +13.0% | -10.8% | -7.3% |
| YTD | -9.5% | +18.3% | -27.8% | -21.2% |
| 1Y | -23.8% | +26.7% | -50.6% | -37.3% |
| 3Y | +233.5% | +89.6% | +143.9% | +98.8% |
| 5Y | +112.2% | +98.2% | +14.0% | +22.0% |
| All | +252.8% | +117.2% | +135.6% | +94.4% |
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