-63.9%
XYZ vs EFV
+87.6%
-151.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +4.1% |
| 7D | +12.1% | -0.7% | +12.8% | +14.0% |
| 30D | +12.4% | +0.9% | +11.5% | +11.3% |
| 3M | +8.2% | -3.6% | +11.7% | +15.6% |
| 6M | +20.7% | +2.5% | +18.2% | +15.8% |
| YTD | +31.3% | +13.2% | +18.1% | +4.2% |
| 1Y | +20.5% | +20.3% | +0.2% | -14.8% |
| 3Y | +72.6% | +84.9% | -12.3% | -49.5% |
| All | -63.9% | +87.6% | -151.5% | -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