+2,926.4%
V vs EFV
+167.7%
+2,758.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -1.7% | +1.5% | -3.2% | -2.8% |
| 30D | +2.0% | +1.7% | +0.2% | +0.7% |
| 3M | +17.4% | +8.6% | +8.7% | +10.1% |
| 6M | +17.5% | +11.7% | +5.8% | +7.5% |
| YTD | +7.6% | +19.3% | -11.7% | -6.5% |
| 1Y | +7.7% | +30.2% | -22.5% | -12.3% |
| 3Y | +54.7% | +91.6% | -36.9% | -6.7% |
| 5Y | +73.0% | +96.4% | -23.3% | +2.4% |
| 10Y | +390.9% | +166.5% | +224.4% | +133.6% |
| All | +2,926.4% | +167.7% | +2,758.8% | +1,289.2% |
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