+392.7%
EWT vs DT
+100.3%
+292.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | -1.1% | -1.6% | +0.5% | -0.9% |
| 30D | +4.5% | +3.0% | +1.4% | +3.7% |
| 3M | +8.3% | +26.5% | -18.2% | +3.0% |
| 6M | +54.2% | +35.9% | +18.3% | +43.6% |
| YTD | +74.6% | +17.8% | +56.7% | +66.7% |
| 1Y | +84.9% | +4.1% | +80.8% | +80.7% |
| 3Y | +197.5% | +5.3% | +192.2% | +185.8% |
| 5Y | +150.6% | -27.2% | +177.8% | +147.4% |
| All | +392.7% | +100.3% | +292.4% | +276.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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