+52.5%
V vs EFV
+92.7%
-40.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -1.1% | +1.0% | -2.1% | -1.5% |
| 30D | +1.9% | +0.2% | +1.7% | +1.8% |
| 3M | +15.5% | +9.6% | +5.9% | +10.5% |
| 6M | +16.6% | +14.0% | +2.6% | +8.8% |
| YTD | +5.7% | +18.5% | -12.7% | -3.7% |
| 1Y | +8.6% | +27.9% | -19.3% | -5.6% |
| 3Y | +52.5% | +92.4% | -39.9% | +6.5% |
| All | +52.5% | +92.7% | -40.2% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling