+63.6%
DIA vs EWT
+152.9%
-89.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.2% | +2.1% | -3.4% | -2.0% |
| 30D | -2.7% | +9.4% | -12.1% | -5.9% |
| 3M | +3.3% | +10.9% | -7.6% | -1.4% |
| 6M | +10.4% | +57.9% | -47.5% | -9.6% |
| YTD | +10.0% | +75.9% | -65.9% | -14.2% |
| 1Y | +16.2% | +89.7% | -73.5% | -12.5% |
| 3Y | +58.7% | +200.9% | -142.1% | -7.0% |
| 5Y | +63.6% | +154.5% | -90.9% | +5.2% |
| All | +63.6% | +152.9% | -89.3% | +5.2% |
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