-62.4%
W vs EFV
+97.2%
-159.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.9% |
| 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% | +24.6% |
| 6M | +31.2% | +14.0% | +17.2% | +1.5% |
| YTD | -0.4% | +18.5% | -18.9% | -29.5% |
| 1Y | +14.8% | +27.9% | -13.1% | -30.1% |
| 3Y | +40.5% | +92.4% | -51.9% | -60.6% |
| All | -62.4% | +97.2% | -159.6% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling