+55.2%
EWT vs ETR
+18.4%
+36.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.6% |
| 7D | -10.9% | +3.7% | -14.6% | -11.3% |
| 30D | -17.7% | +11.0% | -28.7% | -19.1% |
| 3M | -5.0% | +3.4% | -8.4% | -5.5% |
| 6M | +7.4% | -3.3% | +10.7% | +8.3% |
| YTD | +52.8% | +23.3% | +29.6% | +42.5% |
| 1Y | +55.2% | +19.2% | +36.0% | +46.6% |
| All | +55.2% | +18.4% | +36.8% | +46.6% |
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