+513.6%
EWT vs NTRS
+259.9%
+253.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.5% |
| 7D | -1.1% | +1.4% | -2.5% | -1.6% |
| 30D | +4.5% | -0.7% | +5.1% | +4.6% |
| 3M | +8.3% | +11.3% | -3.1% | +4.4% |
| 6M | +54.2% | +35.5% | +18.7% | +39.4% |
| YTD | +74.6% | +40.6% | +34.0% | +55.6% |
| 1Y | +84.9% | +49.2% | +35.7% | +61.5% |
| 3Y | +197.5% | +167.2% | +30.3% | +111.6% |
| 5Y | +150.6% | +94.9% | +55.6% | +92.7% |
| All | +513.6% | +259.9% | +253.7% | +289.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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