+96.1%
EFV vs TW
+19.6%
+76.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -2.0% | -2.7% | +0.7% | -1.6% |
| 30D | -0.2% | -1.7% | +1.6% | 0.0% |
| 3M | +9.1% | +1.6% | +7.5% | +8.5% |
| 6M | +11.7% | -17.7% | +29.4% | +15.0% |
| YTD | +17.0% | -4.3% | +21.4% | +16.8% |
| 1Y | +26.7% | -13.1% | +39.8% | +28.9% |
| 3Y | +90.2% | +20.3% | +69.9% | +77.9% |
| 5Y | +96.1% | +22.0% | +74.1% | +74.2% |
| All | +96.1% | +19.6% | +76.5% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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