+211.9%
B vs EWT
+510.6%
-298.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +1.0% | +2.1% | -1.1% | +0.1% |
| 30D | +9.5% | +9.4% | +0.1% | +5.1% |
| 3M | +14.3% | +10.9% | +3.5% | +8.6% |
| 6M | -1.9% | +57.9% | -59.8% | -20.0% |
| YTD | +4.1% | +75.9% | -71.8% | -18.6% |
| 1Y | +56.1% | +89.7% | -33.6% | +18.4% |
| 3Y | +202.0% | +200.9% | +1.1% | +89.7% |
| 5Y | +158.8% | +154.5% | +4.3% | +68.4% |
| 10Y | +211.9% | +520.8% | -308.9% | +21.4% |
| All | +211.9% | +510.6% | -298.7% | +21.4% |
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