+513.6%
EWT vs DTE
+137.8%
+375.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.1% |
| 7D | -1.1% | -2.6% | +1.4% | -0.5% |
| 30D | +4.5% | -4.4% | +8.9% | +5.6% |
| 3M | +8.3% | -8.3% | +16.6% | +10.3% |
| 6M | +54.2% | -8.1% | +62.3% | +56.8% |
| YTD | +74.6% | +4.4% | +70.2% | +71.7% |
| 1Y | +84.9% | +0.2% | +84.7% | +83.6% |
| 3Y | +197.5% | +42.6% | +154.9% | +166.0% |
| 5Y | +150.6% | +31.5% | +119.1% | +126.9% |
| All | +513.6% | +137.8% | +375.8% | +329.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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