-39.0%
U vs EFV
+156.0%
-195.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.8% |
| 7D | -3.8% | +1.5% | -5.3% | -5.8% |
| 30D | +17.5% | +1.7% | +15.7% | +14.7% |
| 3M | +38.7% | +8.6% | +30.1% | +23.4% |
| 6M | +104.4% | +11.7% | +92.7% | +73.9% |
| YTD | -5.7% | +19.3% | -25.0% | -28.0% |
| 1Y | +3.7% | +30.2% | -26.5% | -30.7% |
| 3Y | +12.3% | +91.6% | -79.3% | -56.4% |
| 5Y | -68.8% | +96.4% | -165.2% | -89.1% |
| All | -39.0% | +156.0% | -195.0% | -76.0% |
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