+62.5%
T vs EFV
+163.3%
-100.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +2.5% | +2.5% | 0.0% | +1.0% |
| 30D | -3.8% | +2.9% | -6.7% | -5.4% |
| 3M | -8.7% | -1.4% | -7.3% | -8.1% |
| 6M | -8.1% | +5.5% | -13.7% | -11.2% |
| YTD | -6.4% | +16.1% | -22.5% | -15.3% |
| 1Y | -9.8% | +20.3% | -30.0% | -20.1% |
| 3Y | +65.5% | +90.4% | -24.9% | +7.4% |
| 5Y | +57.0% | +93.5% | -36.5% | -0.2% |
| All | +62.5% | +163.3% | -100.8% | -14.4% |
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