+554.0%
XYZ vs EFV
+148.8%
+405.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +3.6% |
| 7D | +12.1% | -0.7% | +12.8% | +13.7% |
| 30D | +12.4% | +0.9% | +11.5% | +11.6% |
| 3M | +8.2% | -3.6% | +11.7% | +14.2% |
| 6M | +20.7% | +2.5% | +18.2% | +17.1% |
| YTD | +31.3% | +13.2% | +18.1% | +10.5% |
| 1Y | +20.5% | +20.3% | +0.2% | -7.0% |
| 3Y | +72.6% | +84.9% | -12.3% | -26.6% |
| 5Y | -64.0% | +87.7% | -151.7% | -84.1% |
| 10Y | +601.8% | +160.7% | +441.1% | +126.1% |
| All | +554.0% | +148.8% | +405.2% | +99.3% |
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