+594.1%
EWT vs PLUG
-99.6%
+693.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -1.0% | +1.6% |
| 7D | +4.0% | -0.9% | +4.9% | +4.0% |
| 30D | +10.3% | +3.3% | +7.0% | +10.0% |
| 3M | +6.1% | -39.7% | +45.8% | +10.2% |
| 6M | +56.6% | -12.5% | +69.1% | +57.2% |
| YTD | +76.6% | +10.2% | +66.4% | +72.8% |
| 1Y | +97.9% | +50.7% | +47.2% | +86.1% |
| 3Y | +198.0% | -74.5% | +272.5% | +196.6% |
| 5Y | +151.8% | -91.8% | +243.5% | +163.0% |
| 10Y | +514.1% | +43.7% | +470.4% | +357.9% |
| All | +594.1% | -99.6% | +693.7% | +383.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling