+520.8%
EWT vs P
+694.3%
-173.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.0% |
| 7D | +2.1% | +5.0% | -2.9% | +1.1% |
| 30D | +9.4% | -0.9% | +10.3% | +9.0% |
| 3M | +10.9% | +38.7% | -27.8% | +3.2% |
| 6M | +57.9% | +54.4% | +3.6% | +43.1% |
| YTD | +75.9% | +44.8% | +31.1% | +60.5% |
| 1Y | +89.7% | +22.5% | +67.2% | +75.9% |
| 3Y | +200.9% | +148.2% | +52.6% | +132.4% |
| 5Y | +154.5% | +268.9% | -114.4% | +77.7% |
| 10Y | +520.8% | +696.9% | -176.1% | +269.6% |
| All | +520.8% | +694.3% | -173.5% | +269.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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