-8.4%
T vs EFV
+26.5%
-34.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | -2.4% | -2.0% | -0.4% | -2.5% |
| 30D | +4.3% | -0.2% | +4.5% | +4.3% |
| 3M | +11.6% | +9.1% | +2.4% | +11.9% |
| 6M | -5.6% | +11.7% | -17.3% | -5.0% |
| YTD | +6.6% | +17.0% | -10.5% | +4.2% |
| 1Y | -8.4% | +26.7% | -35.1% | -13.6% |
| All | -8.4% | +26.5% | -34.9% | -13.6% |
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