+266.6%
EW vs EFX
+79.2%
+187.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +4.9% | -3.6% | +8.6% | +6.2% |
| 30D | +24.1% | +25.3% | -1.2% | +14.9% |
| 3M | +13.7% | +3.8% | +9.9% | +11.5% |
| 6M | +32.7% | +12.7% | +20.0% | +25.6% |
| YTD | +24.1% | -13.1% | +37.2% | +26.6% |
| 1Y | +23.6% | -9.3% | +33.0% | +24.2% |
| 3Y | +64.8% | +3.5% | +61.2% | +48.6% |
| 5Y | -8.8% | -30.6% | +21.8% | -5.7% |
| All | +266.6% | +79.2% | +187.4% | +135.5% |
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