-42.7%
C vs EWT
+594.1%
-636.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.6% |
| 7D | +3.6% | +4.0% | -0.3% | +0.9% |
| 30D | +0.1% | +10.3% | -10.2% | -6.7% |
| 3M | +2.4% | +6.1% | -3.7% | -3.1% |
| 6M | +24.9% | +56.6% | -31.7% | -11.0% |
| YTD | +19.8% | +76.6% | -56.8% | -21.8% |
| 1Y | +44.9% | +97.9% | -53.0% | -13.2% |
| 3Y | +263.0% | +198.0% | +65.0% | +59.5% |
| 5Y | +129.5% | +151.8% | -22.2% | +13.0% |
| 10Y | +291.6% | +514.1% | -222.5% | +4.2% |
| All | -42.7% | +594.1% | -636.8% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling