+979.4%
EWT vs MKTX
+1,443.5%
-464.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +4.8% | +0.8% | +4.0% | +4.6% |
| 3M | +11.1% | +41.1% | -30.0% | +2.5% |
| 6M | +54.6% | -9.5% | +64.2% | +56.0% |
| YTD | +71.4% | -8.7% | +80.1% | +72.3% |
| 1Y | +82.1% | -10.0% | +92.1% | +83.0% |
| 3Y | +193.2% | -24.6% | +217.8% | +198.5% |
| 5Y | +146.1% | -60.3% | +206.4% | +182.2% |
| 10Y | +505.0% | +5.0% | +500.0% | +428.0% |
| All | +979.4% | +1,443.5% | -464.1% | +299.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling