+55.2%
EWT vs NTR
+36.7%
+18.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -0.9% |
| 7D | -10.9% | +4.3% | -15.2% | -10.6% |
| 30D | -17.7% | +2.6% | -20.3% | -17.5% |
| 3M | -5.0% | +8.5% | -13.5% | -4.3% |
| 6M | +7.4% | -3.3% | +10.7% | +7.4% |
| YTD | +52.8% | +19.6% | +33.2% | +50.6% |
| 1Y | +55.2% | +37.6% | +17.6% | +46.8% |
| All | +55.2% | +36.7% | +18.5% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling