+369.7%
EWT vs NTR
+98.7%
+271.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | -0.1% | -2.0% |
| 7D | -1.1% | -2.5% | +1.4% | -0.5% |
| 30D | +4.8% | +17.0% | -12.2% | +1.0% |
| 3M | +11.1% | +22.2% | -11.0% | +5.7% |
| 6M | +54.6% | +5.2% | +49.5% | +51.3% |
| YTD | +71.4% | +29.7% | +41.8% | +58.7% |
| 1Y | +82.1% | +39.4% | +42.7% | +64.8% |
| 3Y | +193.2% | +38.2% | +155.0% | +161.5% |
| 5Y | +146.1% | +47.6% | +98.5% | +101.7% |
| All | +369.7% | +98.7% | +271.0% | +227.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling