+124.0%
EW vs EFV
+167.0%
-43.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -3.4% | -2.0% | -1.4% | -1.9% |
| 30D | -7.4% | -0.2% | -7.2% | -7.2% |
| 3M | +0.9% | +9.1% | -8.2% | -5.7% |
| 6M | +1.2% | +11.7% | -10.5% | -7.3% |
| YTD | +1.8% | +17.0% | -15.3% | -10.2% |
| 1Y | +10.8% | +26.7% | -15.9% | -8.0% |
| 3Y | +17.1% | +90.2% | -73.0% | -30.2% |
| 5Y | -28.2% | +96.1% | -124.3% | -58.5% |
| All | +124.0% | +167.0% | -43.0% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling