+102.7%
EWT vs PLUG
-96.4%
+199.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +7.4% | -3.5% | +3.2% |
| 7D | -11.7% | +5.8% | -17.6% | -12.2% |
| 30D | -23.2% | -18.5% | -4.7% | -21.9% |
| 3M | -12.5% | -30.0% | +17.5% | -9.9% |
| 6M | -5.9% | -56.2% | +50.3% | +0.4% |
| YTD | +40.5% | -26.4% | +66.9% | +42.3% |
| 1Y | +43.7% | -42.2% | +86.0% | +48.0% |
| 3Y | +136.6% | -76.8% | +213.5% | +141.8% |
| All | +102.7% | -96.4% | +199.0% | +140.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling