+47.7%
XYZ vs EFV
+93.8%
-46.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.0% | +1.5% | -2.5% | -2.8% |
| 30D | -1.7% | +1.7% | -3.5% | -3.8% |
| 3M | +16.7% | +8.6% | +8.1% | +5.1% |
| 6M | +26.9% | +11.7% | +15.2% | +10.0% |
| YTD | +27.1% | +19.3% | +7.9% | +0.3% |
| 1Y | +9.3% | +30.2% | -21.0% | -23.9% |
| All | +47.7% | +93.8% | -46.1% | -48.5% |
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