+577.6%
XYZ vs EFV
+155.6%
+422.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | -0.1% |
| 7D | +14.9% | +1.7% | +13.1% | +12.7% |
| 30D | +14.7% | +3.4% | +11.2% | +10.0% |
| 3M | +12.1% | -1.7% | +13.8% | +15.2% |
| 6M | +18.3% | +6.4% | +11.9% | +9.1% |
| YTD | +36.1% | +16.3% | +19.8% | +10.4% |
| 1Y | +35.3% | +22.9% | +12.4% | +1.5% |
| 3Y | +73.5% | +92.8% | -19.4% | -30.3% |
| 5Y | -61.6% | +93.5% | -155.1% | -83.7% |
| 10Y | +638.0% | +162.1% | +475.9% | +132.5% |
| All | +577.6% | +155.6% | +422.0% | +99.0% |
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