+218.7%
EWT vs ROIV
+298.2%
-79.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +2.1% | +22.3% | -20.2% | +0.2% |
| 30D | +9.4% | +16.9% | -7.5% | +7.7% |
| 3M | +10.9% | +43.9% | -33.1% | +7.2% |
| 6M | +57.9% | +41.6% | +16.4% | +52.7% |
| YTD | +75.9% | +92.7% | -16.8% | +65.5% |
| 1Y | +89.7% | +210.2% | -120.5% | +71.3% |
| 3Y | +200.9% | +231.8% | -30.9% | +167.2% |
| 5Y | +154.5% | +319.8% | -165.3% | +114.8% |
| All | +218.7% | +298.2% | -79.5% | +171.0% |
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