+155.2%
W vs EFV
+169.9%
-14.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | -0.6% |
| 7D | -0.9% | -0.8% | -0.1% | +0.4% |
| 30D | -4.2% | +0.6% | -4.9% | -5.3% |
| 3M | +26.9% | +7.5% | +19.4% | +12.9% |
| 6M | +31.2% | +13.0% | +18.2% | +8.5% |
| YTD | -1.8% | +18.3% | -20.1% | -25.1% |
| 1Y | +9.3% | +26.7% | -17.4% | -25.0% |
| 3Y | +33.2% | +89.6% | -56.4% | -48.8% |
| 5Y | -62.4% | +98.2% | -160.6% | -85.8% |
| All | +155.2% | +169.9% | -14.7% | -37.0% |
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 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