+40.5%
W vs EFV
+92.7%
-52.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +2.0% |
| 7D | +6.5% | +1.0% | +5.5% | +4.4% |
| 30D | -6.2% | +0.2% | -6.4% | -6.6% |
| 3M | +48.9% | +9.6% | +39.3% | +23.9% |
| 6M | +31.2% | +14.0% | +17.2% | +0.5% |
| YTD | -0.4% | +18.5% | -18.9% | -30.9% |
| 1Y | +14.8% | +27.9% | -13.1% | -32.5% |
| 3Y | +40.5% | +92.4% | -51.9% | -68.2% |
| All | +40.5% | +92.7% | -52.2% | -68.2% |
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 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