+1,819.5%
TER vs EFV
+248.4%
+1,571.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | +5.9% | -1.0% | +6.9% | +7.6% |
| 30D | -30.8% | +3.1% | -33.8% | -33.0% |
| 3M | -29.9% | -1.2% | -28.7% | -29.0% |
| 6M | -27.5% | +5.6% | -33.1% | -31.2% |
| YTD | +37.5% | +15.8% | +21.7% | +20.4% |
| 1Y | +50.3% | +20.0% | +30.2% | +27.0% |
| 3Y | +204.9% | +91.0% | +113.9% | +59.2% |
| 5Y | +89.2% | +93.7% | -4.5% | -0.9% |
| 10Y | +1,077.0% | +160.9% | +916.0% | +366.8% |
| All | +1,819.5% | +248.4% | +1,571.1% | +487.5% |
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