+82.1%
EWT vs M
+25.2%
+56.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.7% | +2.2% | -1.7% |
| 7D | -1.1% | -8.8% | +7.7% | +0.4% |
| 30D | +4.8% | -16.4% | +21.2% | +8.0% |
| 3M | +11.1% | -10.8% | +22.0% | +12.8% |
| 6M | +54.6% | +16.1% | +38.5% | +49.9% |
| YTD | +71.4% | -5.3% | +76.7% | +70.6% |
| 1Y | +82.1% | +24.9% | +57.2% | +68.6% |
| All | +82.1% | +25.2% | +56.9% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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