+378.3%
EWT vs NTR
+97.9%
+280.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -1.1% | -1.3% | +0.2% | -0.8% |
| 30D | +4.5% | +16.8% | -12.3% | +0.7% |
| 3M | +8.3% | +20.7% | -12.5% | +3.2% |
| 6M | +54.2% | +0.5% | +53.7% | +52.6% |
| YTD | +74.6% | +29.2% | +45.4% | +61.7% |
| 1Y | +84.9% | +39.6% | +45.3% | +67.3% |
| 3Y | +197.5% | +37.9% | +159.7% | +165.4% |
| 5Y | +150.6% | +47.1% | +103.5% | +105.6% |
| All | +378.3% | +97.9% | +280.3% | +234.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling