+149.4%
EWT vs EFX
-36.2%
+185.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.3% | +1.7% |
| 7D | -1.1% | -4.5% | +3.4% | -0.2% |
| 30D | +4.5% | -6.1% | +10.5% | +5.5% |
| 3M | +8.3% | +6.2% | +2.0% | +5.4% |
| 6M | +54.2% | -11.2% | +65.4% | +56.5% |
| YTD | +74.6% | -21.4% | +96.0% | +81.8% |
| 1Y | +84.9% | -34.3% | +119.2% | +101.8% |
| 3Y | +197.5% | -12.5% | +210.0% | +190.3% |
| All | +149.4% | -36.2% | +185.6% | +159.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling