+170.0%
EWT vs ROIV
+292.3%
-122.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -3.7% | +14.3% | -17.9% | -4.8% |
| 30D | -17.2% | +16.2% | -33.4% | -18.3% |
| 3M | -7.3% | +15.1% | -22.5% | -8.7% |
| 6M | -1.5% | +44.2% | -45.7% | -5.0% |
| YTD | +49.0% | +89.8% | -40.8% | +40.3% |
| 1Y | +50.6% | +94.6% | -44.0% | +41.4% |
| 3Y | +148.9% | +367.5% | -218.7% | +117.3% |
| 5Y | +116.1% | +421.4% | -305.3% | +76.0% |
| All | +170.0% | +292.3% | -122.3% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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