+200.3%
EWT vs ROIV
+253.6%
-53.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +18.8% | -19.3% | -3.4% |
| 7D | +1.6% | +20.2% | -18.5% | -1.4% |
| 30D | +8.2% | +14.1% | -5.9% | +5.8% |
| 3M | +11.1% | +45.6% | -34.5% | +4.5% |
| 6M | +60.4% | +44.1% | +16.3% | +50.7% |
| YTD | +75.6% | +91.2% | -15.6% | +57.6% |
| 1Y | +91.3% | +221.3% | -130.0% | +57.2% |
| 3Y | +200.3% | +229.2% | -28.9% | +135.0% |
| All | +200.3% | +253.6% | -53.3% | +135.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling