+55.2%
EWT vs EFX
-7.5%
+62.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.0% |
| 7D | -10.9% | +9.2% | -20.1% | -10.1% |
| 30D | -17.7% | +34.8% | -52.5% | -15.7% |
| 3M | -5.0% | +8.8% | -13.9% | -4.0% |
| 6M | +7.4% | +12.3% | -4.9% | +8.7% |
| YTD | +52.8% | -10.6% | +63.4% | +56.7% |
| 1Y | +55.2% | -6.7% | +61.9% | +57.9% |
| All | +55.2% | -7.5% | +62.7% | +57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling