+154.5%
EWT vs ROIV
+270.3%
-115.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.2% | -2.3% | +3.3% |
| 7D | -11.7% | +5.3% | -17.1% | -12.1% |
| 30D | -23.2% | +11.9% | -35.1% | -24.0% |
| 3M | -12.5% | +10.7% | -23.2% | -13.5% |
| 6M | -5.9% | +34.9% | -40.8% | -8.7% |
| YTD | +40.5% | +79.2% | -38.7% | +32.9% |
| 1Y | +43.7% | +89.0% | -45.3% | +35.3% |
| 3Y | +136.6% | +337.3% | -200.7% | +107.8% |
| 5Y | +105.1% | +402.3% | -297.2% | +67.7% |
| All | +154.5% | +270.3% | -115.8% | +117.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling