+468.0%
UUUU vs EFV
+169.9%
+298.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.1% | -6.1% | -6.6% |
| 7D | -10.5% | -0.8% | -9.7% | -9.5% |
| 30D | -10.5% | +0.6% | -11.1% | -11.2% |
| 3M | -14.1% | +7.5% | -21.7% | -22.5% |
| 6M | -35.5% | +13.0% | -48.5% | -44.8% |
| YTD | -10.9% | +18.3% | -29.2% | -28.3% |
| 1Y | +3.4% | +26.7% | -23.4% | -24.6% |
| 3Y | +73.1% | +89.6% | -16.4% | -30.6% |
| 5Y | +87.1% | +98.2% | -11.1% | -25.5% |
| All | +468.0% | +169.9% | +298.1% | +61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling