+266.6%
EW vs EFX
+80.8%
+185.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +6.5% | -2.0% | +8.5% | +7.1% |
| 30D | +22.5% | +27.9% | -5.4% | +12.7% |
| 3M | +13.0% | +3.8% | +9.1% | +10.8% |
| 6M | +37.1% | +13.0% | +24.1% | +29.7% |
| YTD | +24.1% | -12.4% | +36.5% | +26.3% |
| 1Y | +24.2% | -10.4% | +34.6% | +25.4% |
| 3Y | +64.8% | +4.4% | +60.3% | +48.2% |
| 5Y | -7.4% | -28.9% | +21.4% | -5.1% |
| All | +266.6% | +80.8% | +185.8% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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