+533.2%
XYZ vs EFV
+162.2%
+371.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.0% | +1.5% | -2.5% | -2.9% |
| 30D | -1.7% | +1.7% | -3.5% | -4.0% |
| 3M | +16.7% | +8.6% | +8.1% | +4.3% |
| 6M | +26.9% | +11.7% | +15.2% | +8.8% |
| YTD | +27.1% | +19.3% | +7.9% | -0.8% |
| 1Y | +9.3% | +30.2% | -21.0% | -24.6% |
| 3Y | +42.3% | +91.6% | -49.3% | -42.3% |
| 5Y | -69.3% | +96.4% | -165.7% | -87.3% |
| 10Y | +586.8% | +166.5% | +420.3% | +109.3% |
| All | +533.2% | +162.2% | +371.0% | +78.9% |
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 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