-8.2%
EW vs EFV
+93.2%
-101.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.0% |
| 7D | +4.9% | +2.5% | +2.4% | +3.2% |
| 30D | +23.9% | +2.9% | +21.0% | +21.6% |
| 3M | +15.8% | -1.4% | +17.2% | +16.7% |
| 6M | +31.7% | +5.5% | +26.1% | +26.7% |
| YTD | +25.7% | +16.1% | +9.6% | +13.2% |
| 1Y | +24.4% | +20.3% | +4.2% | +9.3% |
| 3Y | +65.9% | +90.4% | -24.6% | +3.6% |
| All | -8.2% | +93.2% | -101.4% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling