+195.5%
W vs EFV
+139.6%
+55.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.4% | -2.4% |
| 7D | -1.7% | +0.7% | -2.4% | -2.6% |
| 30D | +3.2% | +2.0% | +1.2% | +0.9% |
| 3M | +8.3% | -1.6% | +9.9% | +11.4% |
| 6M | +84.3% | +5.8% | +78.5% | +72.5% |
| YTD | +11.0% | +15.6% | -4.6% | -9.1% |
| 1Y | -0.2% | +19.0% | -19.2% | -21.5% |
| 3Y | +157.9% | +90.7% | +67.3% | +11.0% |
| 5Y | -56.8% | +92.8% | -149.6% | -80.7% |
| 10Y | +212.2% | +160.5% | +51.6% | -3.7% |
| All | +195.5% | +139.6% | +55.9% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling