+311.3%
ARM vs EWT
+192.4%
+118.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +4.7% |
| 7D | +11.4% | +1.6% | +9.7% | +8.4% |
| 30D | -7.4% | +8.2% | -15.6% | -18.9% |
| 3M | -24.5% | +11.1% | -35.6% | -35.7% |
| 6M | +128.7% | +60.4% | +68.2% | +8.9% |
| YTD | +139.3% | +75.6% | +63.7% | -3.4% |
| 1Y | +88.0% | +91.3% | -3.4% | -34.4% |
| All | +311.3% | +192.4% | +118.8% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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