-29.4%
EW vs EFV
+95.4%
-124.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | 0.0% |
| 7D | -5.1% | -0.5% | -4.6% | -4.8% |
| 30D | -6.4% | 0.0% | -6.4% | -6.4% |
| 3M | -1.6% | +8.4% | -10.0% | -6.7% |
| 6M | +2.3% | +12.3% | -10.1% | -5.5% |
| YTD | +1.1% | +17.4% | -16.3% | -9.4% |
| 1Y | +8.0% | +27.1% | -19.1% | -8.3% |
| 3Y | +16.3% | +90.7% | -74.4% | -26.8% |
| 5Y | -29.4% | +95.6% | -125.0% | -56.9% |
| All | -29.4% | +95.4% | -124.8% | -56.9% |
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