+468.2%
EWT vs RBA
+208.8%
+259.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +5.9% |
| 7D | +3.2% | +0.6% | +2.6% | +3.1% |
| 30D | -12.3% | +9.0% | -21.3% | -14.0% |
| 3M | -3.6% | +7.2% | -10.8% | -5.3% |
| 6M | +3.1% | -7.8% | +10.9% | +4.1% |
| YTD | +57.7% | -6.4% | +64.1% | +57.9% |
| 1Y | +60.3% | -4.2% | +64.4% | +59.6% |
| 3Y | +163.4% | +64.1% | +99.3% | +130.6% |
| 5Y | +127.4% | +48.4% | +79.0% | +99.0% |
| All | +468.2% | +208.8% | +259.4% | +302.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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