+518.3%
EWT vs ALB
+90.4%
+428.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.7% |
| 7D | +2.1% | -8.6% | +10.7% | +3.8% |
| 30D | +9.4% | -4.0% | +13.4% | +10.0% |
| 3M | +10.9% | -17.4% | +28.3% | +14.4% |
| 6M | +57.9% | -25.4% | +83.3% | +65.0% |
| YTD | +75.9% | -10.5% | +86.4% | +76.6% |
| 1Y | +89.7% | +75.8% | +13.9% | +65.8% |
| 3Y | +200.9% | -28.5% | +229.4% | +195.1% |
| 5Y | +154.5% | -45.1% | +199.6% | +152.8% |
| All | +518.3% | +90.4% | +428.0% | +307.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling