+590.1%
EWT vs ETR
+1,887.5%
-1,297.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.7% | -0.9% |
| 7D | +1.6% | +1.4% | +0.2% | +1.2% |
| 30D | +8.2% | +1.9% | +6.3% | +7.5% |
| 3M | +11.1% | +1.0% | +10.1% | +10.6% |
| 6M | +60.4% | +4.8% | +55.6% | +57.2% |
| YTD | +75.6% | +19.5% | +56.0% | +64.8% |
| 1Y | +91.3% | +28.1% | +63.2% | +75.4% |
| 3Y | +200.3% | +151.1% | +49.1% | +116.3% |
| 5Y | +156.4% | +125.2% | +31.2% | +88.4% |
| 10Y | +495.8% | +291.1% | +204.7% | +243.8% |
| All | +590.1% | +1,887.5% | -1,297.3% | +251.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling