+153.8%
B vs EWT
+154.5%
-0.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | +2.3% | +1.6% | +0.7% | +1.4% |
| 30D | +1.4% | +8.2% | -6.8% | -2.9% |
| 3M | +12.2% | +11.1% | +1.1% | +5.3% |
| 6M | -2.1% | +60.4% | -62.6% | -24.4% |
| YTD | +2.9% | +75.6% | -72.6% | -23.6% |
| 1Y | +55.3% | +91.3% | -36.0% | +10.5% |
| 3Y | +198.7% | +200.3% | -1.6% | +68.6% |
| 5Y | +153.8% | +156.4% | -2.6% | +36.3% |
| All | +153.8% | +154.5% | -0.7% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling