+4,404.4%
DELL vs EWT
+523.5%
+3,880.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.8% | +10.1% | +10.3% |
| 7D | +8.2% | -1.1% | +9.4% | +9.6% |
| 30D | +17.1% | +4.5% | +12.6% | +12.5% |
| 3M | +45.2% | +8.3% | +36.9% | +34.3% |
| 6M | +286.8% | +54.2% | +232.5% | +158.0% |
| YTD | +354.8% | +74.6% | +280.2% | +169.4% |
| 1Y | +358.3% | +84.9% | +273.4% | +158.2% |
| 3Y | +724.9% | +197.5% | +527.4% | +211.3% |
| 5Y | +1,193.7% | +150.6% | +1,043.1% | +458.9% |
| All | +4,404.4% | +523.5% | +3,880.9% | +922.0% |
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