+858.2%
EWT vs ET
+1,438.5%
-580.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.6% |
| 6M | +54.2% | +18.9% | +35.4% | +48.2% |
| YTD | +74.6% | +37.7% | +36.9% | +62.6% |
| 1Y | +84.9% | +32.4% | +52.5% | +73.6% |
| 3Y | +197.5% | +99.5% | +98.0% | +155.8% |
| 5Y | +150.6% | +244.0% | -93.4% | +91.2% |
| 10Y | +516.1% | +172.1% | +344.0% | +358.4% |
| All | +858.2% | +1,438.5% | -580.4% | +168.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling