+55.2%
EWT vs ALB
+4.7%
+50.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.5% | -2.2% |
| 7D | -10.9% | -2.1% | -8.8% | -10.6% |
| 30D | -17.7% | -9.0% | -8.7% | -16.4% |
| 3M | -5.0% | -21.1% | +16.1% | -1.7% |
| 6M | +7.4% | -49.9% | +57.3% | +19.4% |
| YTD | +52.8% | -32.3% | +85.1% | +62.4% |
| 1Y | +55.2% | +8.6% | +46.6% | +59.3% |
| All | +55.2% | +4.7% | +50.4% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling