+199.8%
TER vs EFV
+30.7%
+169.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.6% | +5.8% |
| 7D | +0.6% | +1.5% | -0.9% | -3.0% |
| 30D | -8.3% | +1.7% | -10.0% | -12.2% |
| 3M | -12.2% | +8.6% | -20.9% | -27.6% |
| 6M | +17.0% | +11.7% | +5.4% | -7.9% |
| YTD | +84.6% | +19.3% | +65.3% | +29.2% |
| 1Y | +199.8% | +30.2% | +169.6% | +81.1% |
| All | +199.8% | +30.7% | +169.1% | +81.1% |
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