+177.7%
EWT vs ROIV
+276.5%
-98.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +9.1% | +1.7% | +7.4% | +9.0% |
| 30D | -12.2% | +17.6% | -29.8% | -13.5% |
| 3M | -9.4% | +9.0% | -18.4% | -10.3% |
| 6M | +2.7% | +35.3% | -32.6% | -0.4% |
| YTD | +53.3% | +82.2% | -28.9% | +44.8% |
| 1Y | +59.2% | +92.3% | -33.1% | +49.6% |
| 3Y | +157.1% | +336.8% | -179.7% | +125.7% |
| 5Y | +119.6% | +370.6% | -251.0% | +80.2% |
| All | +177.7% | +276.5% | -98.8% | +137.2% |
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