+97.9%
EWT vs ETR
+23.8%
+74.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +1.9% |
| 7D | +4.0% | +1.4% | +2.5% | +3.7% |
| 30D | +10.3% | +1.0% | +9.3% | +10.1% |
| 3M | +6.1% | -1.3% | +7.3% | +6.2% |
| 6M | +56.6% | +1.9% | +54.7% | +55.2% |
| YTD | +76.6% | +18.2% | +58.4% | +66.9% |
| 1Y | +97.9% | +24.7% | +73.2% | +90.1% |
| All | +97.9% | +23.8% | +74.0% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling