+2,786.8%
EW vs EFV
+249.2%
+2,537.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +4.9% | +2.5% | +2.4% | +3.5% |
| 30D | +23.9% | +2.9% | +21.0% | +22.1% |
| 3M | +15.8% | -1.4% | +17.2% | +16.5% |
| 6M | +31.7% | +5.5% | +26.1% | +27.7% |
| YTD | +25.7% | +16.1% | +9.6% | +15.8% |
| 1Y | +24.4% | +20.3% | +4.2% | +12.5% |
| 3Y | +65.9% | +90.4% | -24.6% | +17.0% |
| 5Y | -7.6% | +93.5% | -101.1% | -35.4% |
| 10Y | +253.2% | +161.5% | +91.7% | +112.3% |
| All | +2,786.8% | +249.2% | +2,537.7% | +1,359.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling