+57.0%
T vs EFV
+92.8%
-35.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | +1.6% | +0.7% | +0.9% | +1.4% |
| 30D | -2.9% | +2.0% | -4.9% | -3.7% |
| 3M | -7.5% | -1.6% | -5.9% | -7.0% |
| 6M | -9.9% | +5.8% | -15.7% | -12.0% |
| YTD | -6.4% | +15.6% | -22.1% | -12.6% |
| 1Y | -9.4% | +19.0% | -28.4% | -16.5% |
| 3Y | +64.9% | +90.7% | -25.8% | +18.5% |
| 5Y | +57.0% | +92.8% | -35.8% | +10.2% |
| All | +57.0% | +92.8% | -35.9% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling