+166.1%
B vs EWT
+136.7%
+29.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | -1.5% |
| 7D | +9.6% | -11.7% | +21.3% | +16.5% |
| 30D | +3.5% | -23.2% | +26.8% | +19.0% |
| 3M | -1.6% | -12.5% | +10.9% | +4.8% |
| 6M | -1.7% | -5.9% | +4.2% | -0.5% |
| YTD | -5.3% | +40.5% | -45.8% | -23.4% |
| 1Y | +27.2% | +43.7% | -16.5% | +1.5% |
| 3Y | +166.1% | +136.6% | +29.5% | +40.2% |
| All | +166.1% | +136.7% | +29.4% | +40.2% |
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 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