+82.1%
EWT vs RBA
-30.1%
+112.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -2.4% |
| 7D | -1.1% | -3.3% | +2.2% | -0.8% |
| 30D | +4.8% | -9.8% | +14.6% | +6.0% |
| 3M | +11.1% | -23.5% | +34.6% | +14.1% |
| 6M | +54.6% | -21.5% | +76.2% | +57.3% |
| YTD | +71.4% | -21.2% | +92.6% | +73.2% |
| 1Y | +82.1% | -30.2% | +112.3% | +85.5% |
| All | +82.1% | -30.1% | +112.2% | +85.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling