+928.6%
EWT vs EFV
+253.2%
+675.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +1.0% |
| 7D | +2.1% | -0.5% | +2.6% | +2.6% |
| 30D | +9.4% | 0.0% | +9.4% | +9.3% |
| 3M | +10.9% | +8.4% | +2.5% | +3.7% |
| 6M | +57.9% | +12.3% | +45.6% | +44.0% |
| YTD | +75.9% | +17.4% | +58.5% | +54.7% |
| 1Y | +89.7% | +27.1% | +62.6% | +56.2% |
| 3Y | +200.9% | +90.7% | +110.2% | +77.3% |
| 5Y | +154.5% | +95.6% | +58.9% | +46.2% |
| 10Y | +520.8% | +165.3% | +355.5% | +171.1% |
| All | +928.6% | +253.2% | +675.4% | +242.9% |
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