+18.4%
U vs EFV
+25.8%
-7.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.7% | +2.7% |
| 7D | +7.5% | +2.9% | +4.6% | +5.5% |
| 30D | -7.0% | +3.6% | -10.6% | -9.2% |
| 3M | +20.6% | -0.1% | +20.7% | +20.7% |
| 6M | +53.2% | +9.6% | +43.6% | +44.6% |
| YTD | -3.9% | +17.0% | -20.8% | -17.8% |
| 1Y | +18.4% | +25.7% | -7.3% | -9.1% |
| All | +18.4% | +25.8% | -7.4% | -9.1% |
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