+43.2%
TER vs EFV
+25.8%
+17.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.1% | -10.0% | -13.3% |
| 7D | -19.9% | +2.9% | -22.8% | -25.1% |
| 30D | -43.5% | +3.6% | -47.1% | -48.1% |
| 3M | -37.8% | -0.1% | -37.7% | -38.2% |
| 6M | -25.6% | +9.6% | -35.2% | -40.3% |
| YTD | +29.8% | +17.0% | +12.8% | -9.0% |
| 1Y | +43.2% | +25.7% | +17.5% | -13.3% |
| All | +43.2% | +25.8% | +17.4% | -13.3% |
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