+146.1%
EWT vs DLR
+39.0%
+107.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.6% | -1.9% |
| 7D | -1.1% | -1.3% | +0.2% | -0.7% |
| 30D | +4.8% | -2.9% | +7.6% | +5.7% |
| 3M | +11.1% | +3.2% | +7.9% | +9.5% |
| 6M | +54.6% | +3.9% | +50.7% | +52.1% |
| YTD | +71.4% | +21.4% | +50.0% | +60.4% |
| 1Y | +82.1% | +9.7% | +72.4% | +75.7% |
| 3Y | +193.2% | +56.5% | +136.7% | +153.7% |
| 5Y | +146.1% | +41.5% | +104.6% | +110.2% |
| All | +146.1% | +39.0% | +107.1% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling