+45.6%
C vs EWT
+92.3%
-46.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +3.2% | +1.6% | +1.5% | +2.5% |
| 30D | +1.3% | +8.2% | -6.9% | -1.7% |
| 3M | +3.1% | +11.1% | -7.9% | -1.9% |
| 6M | +29.6% | +60.4% | -30.8% | +3.3% |
| YTD | +19.0% | +75.6% | -56.6% | -9.3% |
| 1Y | +45.6% | +91.3% | -45.7% | +9.6% |
| All | +45.6% | +92.3% | -46.7% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling