+216.0%
C vs EWT
+157.5%
+58.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | +4.2% | +9.1% | -5.0% | 0.0% |
| 30D | +2.0% | -12.2% | +14.2% | +7.6% |
| 3M | -10.1% | -9.4% | -0.7% | -6.7% |
| 6M | +1.0% | +2.7% | -1.7% | -2.6% |
| YTD | +8.5% | +53.3% | -44.8% | -16.4% |
| 1Y | +25.7% | +59.2% | -33.4% | -5.1% |
| 3Y | +216.0% | +157.1% | +58.9% | +79.6% |
| All | +216.0% | +157.5% | +58.5% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling