+149.4%
EWT vs DE
+97.2%
+52.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.2% | +1.9% |
| 7D | -1.1% | -2.6% | +1.4% | -0.5% |
| 30D | +4.5% | +9.0% | -4.6% | +2.1% |
| 3M | +8.3% | +19.1% | -10.9% | +3.5% |
| 6M | +54.2% | +14.4% | +39.9% | +48.5% |
| YTD | +74.6% | +45.9% | +28.6% | +57.4% |
| 1Y | +84.9% | +43.6% | +41.3% | +67.0% |
| 3Y | +197.5% | +75.9% | +121.7% | +151.7% |
| All | +149.4% | +97.2% | +52.3% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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