+590.1%
EWT vs MET
+945.3%
-355.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.1% |
| 7D | +1.6% | +1.1% | +0.5% | +1.2% |
| 30D | +8.2% | -2.3% | +10.5% | +8.9% |
| 3M | +11.1% | +13.9% | -2.8% | +6.2% |
| 6M | +60.4% | +34.8% | +25.6% | +45.5% |
| YTD | +75.6% | +23.5% | +52.0% | +63.3% |
| 1Y | +91.3% | +23.4% | +67.9% | +77.6% |
| 3Y | +200.3% | +64.9% | +135.4% | +151.6% |
| 5Y | +156.4% | +82.0% | +74.3% | +105.4% |
| 10Y | +495.8% | +244.4% | +251.4% | +267.6% |
| All | +590.1% | +945.3% | -355.2% | +172.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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