+122.5%
EW vs EFX
+41.8%
+80.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | 0.0% |
| 7D | -5.1% | -9.4% | +4.3% | -2.1% |
| 30D | -6.4% | -6.9% | +0.5% | -4.4% |
| 3M | -1.6% | +0.1% | -1.7% | -2.5% |
| 6M | +2.3% | -17.3% | +19.6% | +7.4% |
| YTD | +1.1% | -21.8% | +22.9% | +7.3% |
| 1Y | +8.0% | -32.5% | +40.5% | +20.3% |
| 3Y | +16.3% | -12.3% | +28.7% | +11.6% |
| 5Y | -29.4% | -36.6% | +7.2% | -24.6% |
| All | +122.5% | +41.8% | +80.7% | +67.1% |
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