+220.1%
C vs EWT
+418.9%
-198.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.2% | -4.7% | -2.6% |
| 7D | -0.9% | -5.0% | +4.1% | +2.0% |
| 30D | -5.4% | -16.3% | +10.9% | +6.4% |
| 3M | -9.2% | -7.2% | -1.9% | -5.7% |
| 6M | -1.8% | -0.5% | -1.3% | -5.3% |
| YTD | +6.7% | +50.6% | -43.9% | -26.7% |
| 1Y | +23.5% | +54.8% | -31.3% | -17.1% |
| 3Y | +219.8% | +155.5% | +64.3% | +34.9% |
| 5Y | +112.4% | +116.4% | -4.0% | +3.2% |
| 10Y | +220.1% | +421.4% | -201.3% | -24.2% |
| All | +220.1% | +418.9% | -198.8% | -24.2% |
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 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