+76.8%
V vs EFV
+91.4%
-14.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +0.8% | +2.1% | -1.3% | -0.2% |
| 30D | +9.9% | +3.1% | +6.9% | +8.4% |
| 3M | +17.5% | -1.3% | +18.8% | +18.2% |
| 6M | +33.5% | +6.0% | +27.4% | +29.6% |
| YTD | +21.6% | +15.8% | +5.7% | +11.8% |
| 1Y | +27.6% | +21.1% | +6.5% | +14.3% |
| All | +76.8% | +91.4% | -14.6% | +29.5% |
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