+152.3%
W vs EFV
+167.0%
-14.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.2% |
| 7D | +0.5% | -2.0% | +2.5% | +3.8% |
| 30D | -5.6% | -0.2% | -5.4% | -5.3% |
| 3M | +41.9% | +9.1% | +32.8% | +23.7% |
| 6M | +30.2% | +11.7% | +18.5% | +9.8% |
| YTD | -2.9% | +17.0% | -20.0% | -24.6% |
| 1Y | +11.6% | +26.7% | -15.1% | -23.4% |
| 3Y | +37.0% | +90.2% | -53.2% | -47.5% |
| 5Y | -62.8% | +96.1% | -158.9% | -85.7% |
| All | +152.3% | +167.0% | -14.7% | -36.7% |
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