+197.5%
EWT vs MKTX
-25.3%
+222.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +4.5% | +0.7% | +3.7% | +4.4% |
| 3M | +8.3% | +40.8% | -32.5% | +6.9% |
| 6M | +54.2% | -8.0% | +62.2% | +54.6% |
| YTD | +74.6% | -8.7% | +83.3% | +75.0% |
| 1Y | +84.9% | -11.8% | +96.7% | +85.9% |
| 3Y | +197.5% | -24.0% | +221.6% | +197.0% |
| All | +197.5% | -25.3% | +222.8% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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