+200.3%
EWT vs AR
+44.7%
+155.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.5% |
| 7D | +1.6% | -1.8% | +3.5% | +1.8% |
| 30D | +8.2% | +12.6% | -4.4% | +6.7% |
| 3M | +11.1% | +10.0% | +1.0% | +9.6% |
| 6M | +60.4% | +0.6% | +59.8% | +59.7% |
| YTD | +75.6% | +13.4% | +62.2% | +70.9% |
| 1Y | +91.3% | +21.7% | +69.6% | +83.4% |
| 3Y | +200.3% | +45.8% | +154.5% | +177.4% |
| All | +200.3% | +44.7% | +155.6% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 3y: compounded portfolio wealth divided by compounded AR 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…
3y analysis · Full analysis span regression · 6 months rolling