+1,239.5%
EWT vs NDAQ
+2,327.9%
-1,088.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.7% | +2.4% |
| 7D | +4.0% | -2.4% | +6.4% | +4.6% |
| 30D | +10.3% | +2.5% | +7.9% | +9.5% |
| 3M | +6.1% | +9.9% | -3.8% | +2.8% |
| 6M | +56.6% | +9.4% | +47.2% | +51.7% |
| YTD | +76.6% | +0.4% | +76.2% | +74.5% |
| 1Y | +97.9% | +4.0% | +93.8% | +93.3% |
| 3Y | +198.0% | +94.4% | +103.6% | +143.3% |
| 5Y | +151.8% | +56.7% | +95.0% | +115.7% |
| 10Y | +514.1% | +375.3% | +138.8% | +283.5% |
| All | +1,239.5% | +2,327.9% | -1,088.4% | +524.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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