+177.1%
EFV vs NWSA
+123.2%
+53.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.1% |
| 7D | +1.0% | -2.6% | +3.6% | +1.9% |
| 30D | +0.2% | +4.6% | -4.4% | -1.3% |
| 3M | +9.6% | +10.2% | -0.6% | +5.7% |
| 6M | +14.0% | +21.6% | -7.6% | +6.1% |
| YTD | +18.5% | +14.6% | +3.8% | +12.0% |
| 1Y | +27.9% | +0.4% | +27.5% | +26.2% |
| 3Y | +92.4% | +45.0% | +47.5% | +65.0% |
| 5Y | +97.2% | +41.3% | +55.9% | +66.0% |
| 10Y | +163.0% | +142.8% | +20.2% | +69.4% |
| All | +177.1% | +123.2% | +53.9% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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