+163.6%
W vs EFV
+147.1%
+16.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.7% | +2.7% |
| 7D | -4.2% | +1.5% | -5.7% | -6.2% |
| 30D | -7.6% | +1.7% | -9.3% | -9.8% |
| 3M | +37.2% | +8.6% | +28.5% | +22.4% |
| 6M | +26.3% | +11.7% | +14.6% | +8.6% |
| YTD | -1.0% | +19.3% | -20.3% | -22.9% |
| 1Y | +20.1% | +30.2% | -10.1% | -17.1% |
| 3Y | +37.8% | +91.6% | -53.8% | -41.3% |
| 5Y | -63.7% | +96.4% | -160.0% | -84.3% |
| 10Y | +156.3% | +166.5% | -10.1% | -24.2% |
| All | +163.6% | +147.1% | +16.5% | -17.8% |
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