+513.6%
EWT vs DLR
+177.5%
+336.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +4.5% | -4.3% | +8.8% | +5.7% |
| 3M | +8.3% | +3.8% | +4.4% | +6.7% |
| 6M | +54.2% | +5.8% | +48.4% | +51.2% |
| YTD | +74.6% | +23.5% | +51.0% | +63.8% |
| 1Y | +84.9% | +11.1% | +73.8% | +78.5% |
| 3Y | +197.5% | +57.9% | +139.7% | +159.5% |
| 5Y | +150.6% | +44.0% | +106.6% | +119.0% |
| All | +513.6% | +177.5% | +336.1% | +330.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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