+451.6%
EWT vs PLUG
-16.2%
+467.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.8% | +5.9% | -2.2% |
| 7D | +13.2% | -8.1% | +21.4% | +14.0% |
| 30D | -14.3% | -20.5% | +6.2% | -12.8% |
| 3M | -8.4% | -45.9% | +37.4% | -4.1% |
| 6M | +3.7% | -65.2% | +68.9% | +11.9% |
| YTD | +53.1% | -37.1% | +90.1% | +56.6% |
| 1Y | +55.5% | -54.6% | +110.1% | +62.5% |
| 3Y | +155.6% | -64.9% | +220.5% | +152.2% |
| 5Y | +119.3% | -97.1% | +216.4% | +148.8% |
| All | +451.6% | -16.2% | +467.8% | +372.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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