+130.7%
C vs EWT
+153.4%
-22.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.4% |
| 7D | +3.6% | +4.0% | -0.3% | +1.4% |
| 30D | +0.1% | +10.3% | -10.2% | -5.4% |
| 3M | +2.4% | +6.1% | -3.7% | -2.0% |
| 6M | +24.9% | +56.6% | -31.7% | -6.9% |
| YTD | +19.8% | +76.6% | -56.8% | -17.7% |
| 1Y | +44.9% | +97.9% | -53.0% | -7.9% |
| 3Y | +263.0% | +198.0% | +65.0% | +68.2% |
| All | +130.7% | +153.4% | -22.8% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling