+42.1%
U vs EFV
+19.5%
+22.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.9% | +5.1% |
| 7D | +2.6% | +2.5% | 0.0% | +1.5% |
| 30D | +27.6% | +2.9% | +24.6% | +25.2% |
| 3M | +15.3% | -1.4% | +16.8% | +16.1% |
| 6M | +96.4% | +5.5% | +90.9% | +90.9% |
| YTD | +19.6% | +16.1% | +3.5% | +8.4% |
| 1Y | +42.1% | +20.3% | +21.8% | +26.9% |
| All | +42.1% | +19.5% | +22.6% | +26.9% |
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