+233.2%
B vs EWT
+519.9%
-286.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.8% | -7.4% | -3.1% |
| 7D | -2.7% | +3.2% | -5.9% | -3.8% |
| 30D | -4.3% | -12.3% | +8.0% | -1.3% |
| 3M | -2.3% | -3.6% | +1.3% | -1.7% |
| 6M | -16.2% | +3.1% | -19.4% | -17.3% |
| YTD | -8.8% | +57.7% | -66.5% | -19.0% |
| 1Y | +11.4% | +60.3% | -48.9% | -1.5% |
| 3Y | +174.3% | +163.4% | +10.9% | +115.0% |
| 5Y | +116.2% | +127.4% | -11.3% | +74.1% |
| 10Y | +222.7% | +462.7% | -239.9% | +111.0% |
| All | +233.2% | +519.9% | -286.7% | +81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling