+200.3%
EWT vs M
+120.4%
+79.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.1% |
| 7D | +1.6% | +2.4% | -0.7% | +1.2% |
| 30D | +8.2% | -11.6% | +19.8% | +10.3% |
| 3M | +11.1% | +1.6% | +9.4% | +10.4% |
| 6M | +60.4% | +25.2% | +35.2% | +53.8% |
| YTD | +75.6% | +3.8% | +71.8% | +73.0% |
| 1Y | +91.3% | +36.3% | +55.0% | +79.6% |
| 3Y | +200.3% | +116.3% | +83.9% | +156.1% |
| All | +200.3% | +120.4% | +79.8% | +156.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling