+2,478.6%
TER vs EFV
+258.8%
+2,219.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.6% |
| 7D | +0.6% | +1.5% | -0.9% | -1.0% |
| 30D | -8.3% | +1.7% | -10.0% | -10.0% |
| 3M | -12.2% | +8.6% | -20.9% | -19.3% |
| 6M | +17.1% | +11.7% | +5.4% | +6.0% |
| YTD | +84.7% | +19.3% | +65.4% | +56.6% |
| 1Y | +199.9% | +30.2% | +169.7% | +132.4% |
| 3Y | +232.8% | +91.6% | +141.2% | +72.9% |
| 5Y | +198.6% | +96.4% | +102.2% | +53.9% |
| 10Y | +1,669.7% | +166.5% | +1,503.3% | +585.6% |
| All | +2,478.6% | +258.8% | +2,219.7% | +664.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling