+153.0%
EWT vs ROIV
+250.7%
-97.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | +4.0% | +0.6% | +3.3% | +3.9% |
| 30D | +10.3% | +1.0% | +9.4% | +10.2% |
| 3M | +6.1% | +18.3% | -12.2% | +4.5% |
| 6M | +56.6% | +18.3% | +38.3% | +54.1% |
| YTD | +76.6% | +61.0% | +15.6% | +69.1% |
| 1Y | +97.9% | +177.9% | -80.0% | +80.9% |
| 3Y | +198.0% | +199.1% | -1.1% | +168.3% |
| All | +153.0% | +250.7% | -97.7% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling