+294.7%
C vs EWT
+510.6%
-216.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.6% |
| 7D | +2.6% | +2.1% | +0.4% | +1.0% |
| 30D | +1.9% | +9.4% | -7.5% | -4.6% |
| 3M | +2.8% | +10.9% | -8.1% | -6.0% |
| 6M | +30.6% | +57.9% | -27.4% | -10.6% |
| YTD | +19.9% | +75.9% | -56.0% | -25.0% |
| 1Y | +44.6% | +89.7% | -45.1% | -15.3% |
| 3Y | +272.1% | +200.9% | +71.3% | +42.9% |
| 5Y | +132.0% | +154.5% | -22.5% | +2.3% |
| 10Y | +294.7% | +520.8% | -226.1% | -16.9% |
| All | +294.7% | +510.6% | -216.0% | -16.9% |
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