+156.4%
EWT vs RBA
+44.6%
+111.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.2% |
| 7D | +1.6% | -1.1% | +2.7% | +1.8% |
| 30D | +8.2% | -13.2% | +21.4% | +11.1% |
| 3M | +11.1% | -21.4% | +32.4% | +15.6% |
| 6M | +60.4% | -20.9% | +81.3% | +66.6% |
| YTD | +75.6% | -19.9% | +95.4% | +81.2% |
| 1Y | +91.3% | -28.7% | +120.0% | +102.2% |
| 3Y | +200.3% | +27.4% | +172.9% | +181.2% |
| 5Y | +156.4% | +41.7% | +114.6% | +124.5% |
| All | +156.4% | +44.6% | +111.8% | +124.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling