+586.2%
EWT vs NTRS
+391.4%
+194.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.4% |
| 7D | -1.1% | +1.4% | -2.5% | -1.7% |
| 30D | +4.5% | -0.7% | +5.1% | +4.6% |
| 3M | +8.3% | +11.3% | -3.1% | +3.5% |
| 6M | +54.2% | +35.5% | +18.7% | +35.9% |
| YTD | +74.6% | +40.6% | +34.0% | +51.2% |
| 1Y | +84.9% | +49.2% | +35.7% | +56.1% |
| 3Y | +197.5% | +167.2% | +30.3% | +93.5% |
| 5Y | +150.6% | +94.9% | +55.6% | +79.1% |
| 10Y | +516.1% | +259.5% | +256.6% | +212.3% |
| All | +586.2% | +391.4% | +194.9% | +119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling