-68.9%
XYZ vs EFV
+96.9%
-165.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.5% |
| 7D | -1.0% | +1.5% | -2.5% | -3.4% |
| 30D | -1.7% | +1.7% | -3.5% | -4.5% |
| 3M | +16.7% | +8.6% | +8.1% | +1.2% |
| 6M | +26.9% | +11.7% | +15.2% | +4.1% |
| YTD | +27.1% | +19.3% | +7.9% | -7.9% |
| 1Y | +9.3% | +30.2% | -21.0% | -32.9% |
| 3Y | +42.3% | +91.6% | -49.3% | -60.0% |
| All | -68.9% | +96.9% | -165.7% | -91.8% |
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 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