-55.9%
W vs EFV
+93.2%
-149.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | -0.4% |
| 7D | +0.2% | +2.5% | -2.4% | -4.7% |
| 30D | +6.8% | +2.9% | +3.9% | +1.5% |
| 3M | +10.7% | -1.4% | +12.1% | +14.4% |
| 6M | +86.3% | +5.5% | +80.8% | +69.9% |
| YTD | +11.5% | +16.1% | -4.6% | -17.6% |
| 1Y | +5.1% | +20.3% | -15.2% | -27.8% |
| 3Y | +171.0% | +90.4% | +80.6% | -23.4% |
| All | -55.9% | +93.2% | -149.1% | -88.2% |
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 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