+513.6%
EWT vs ET
+177.0%
+336.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +2.0% |
| 7D | -1.1% | +0.2% | -1.4% | -1.2% |
| 30D | +4.5% | +2.9% | +1.6% | +3.8% |
| 3M | +8.3% | +16.8% | -8.5% | +4.8% |
| 6M | +54.2% | +18.9% | +35.4% | +48.6% |
| YTD | +74.6% | +37.7% | +36.9% | +63.2% |
| 1Y | +84.9% | +32.4% | +52.5% | +74.1% |
| 3Y | +197.5% | +99.5% | +98.0% | +158.7% |
| 5Y | +150.6% | +244.0% | -93.4% | +96.9% |
| All | +513.6% | +177.0% | +336.6% | +419.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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