+29.4%
B vs EWT
+54.0%
-24.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.2% | +9.5% | +9.1% |
| 7D | +1.1% | -10.9% | +12.0% | +8.6% |
| 30D | +0.3% | -17.7% | +18.1% | +13.1% |
| 3M | +5.4% | -5.0% | +10.4% | +8.2% |
| 6M | +5.5% | +7.4% | -1.9% | -2.8% |
| YTD | -6.3% | +52.8% | -59.1% | -33.7% |
| 1Y | +29.4% | +55.2% | -25.8% | -9.3% |
| All | +29.4% | +54.0% | -24.6% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling