+208.8%
C vs EWT
+414.5%
-205.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +1.0% |
| 7D | -0.4% | -3.7% | +3.3% | +1.6% |
| 30D | -5.2% | -17.2% | +12.0% | +7.5% |
| 3M | -9.1% | -7.3% | -1.7% | -5.5% |
| 6M | -1.6% | -1.5% | -0.1% | -4.4% |
| YTD | +6.9% | +49.0% | -42.1% | -26.1% |
| 1Y | +23.0% | +50.6% | -27.6% | -15.9% |
| 3Y | +216.1% | +148.9% | +67.3% | +35.7% |
| 5Y | +112.2% | +116.1% | -3.8% | +2.6% |
| 10Y | +208.8% | +427.8% | -219.1% | -30.1% |
| All | +208.8% | +414.5% | -205.7% | -30.1% |
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