+573.9%
EWT vs NI
+1,532.3%
-958.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | +4.8% | -1.4% | +6.2% | +5.3% |
| 3M | +11.1% | -10.6% | +21.7% | +15.7% |
| 6M | +54.6% | -9.9% | +64.5% | +60.1% |
| YTD | +71.4% | +1.2% | +70.3% | +69.6% |
| 1Y | +82.1% | +4.4% | +77.7% | +77.6% |
| 3Y | +193.2% | +68.6% | +124.6% | +133.1% |
| 5Y | +146.1% | +98.0% | +48.1% | +79.5% |
| 10Y | +505.0% | +143.6% | +361.4% | +274.5% |
| All | +573.9% | +1,532.3% | -958.4% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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