+202.9%
B vs EWT
+202.3%
+0.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -3.3% |
| 7D | -1.6% | +4.0% | -5.6% | -3.8% |
| 30D | +9.4% | +10.3% | -0.9% | +3.4% |
| 3M | +5.0% | +6.1% | -1.1% | +0.9% |
| 6M | -3.5% | +56.6% | -60.2% | -26.1% |
| YTD | +4.5% | +76.6% | -72.1% | -24.6% |
| 1Y | +67.8% | +97.9% | -30.1% | +14.4% |
| All | +202.9% | +202.3% | +0.6% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling