-27.5%
TER vs EFV
+5.7%
-33.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.4% |
| 7D | +5.9% | -1.0% | +6.9% | +8.0% |
| 30D | -30.8% | +3.1% | -33.8% | -34.1% |
| 3M | -29.9% | -1.2% | -28.7% | -27.8% |
| 6M | -27.5% | +5.6% | -33.1% | -37.6% |
| All | -27.5% | +5.7% | -33.2% | -37.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling