+102.9%
T vs EFV
+88.7%
+14.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | +4.6% | 0.0% | +4.6% | +4.6% |
| 3M | +12.2% | +8.4% | +3.8% | +10.2% |
| 6M | -6.5% | +12.3% | -18.8% | -9.0% |
| YTD | +4.9% | +17.4% | -12.5% | +0.4% |
| 1Y | -10.5% | +27.1% | -37.6% | -16.6% |
| All | +102.9% | +88.7% | +14.2% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling