+154.5%
EWT vs A
-16.2%
+170.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | +2.1% | -4.4% | +6.5% | +3.5% |
| 30D | +9.4% | -2.7% | +12.0% | +10.2% |
| 3M | +10.9% | +7.0% | +3.8% | +8.2% |
| 6M | +57.9% | +24.6% | +33.3% | +45.9% |
| YTD | +75.9% | +7.0% | +68.9% | +70.4% |
| 1Y | +89.7% | +15.6% | +74.1% | +78.5% |
| 3Y | +200.9% | +29.9% | +171.0% | +166.3% |
| 5Y | +154.5% | -15.4% | +169.9% | +153.4% |
| All | +154.5% | -16.2% | +170.7% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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