+485.8%
EWT vs RBA
+3,691.3%
-3,205.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -3.7% | +3.2% | -6.9% | -4.4% |
| 30D | -17.2% | +12.0% | -29.2% | -19.7% |
| 3M | -7.3% | +2.9% | -10.2% | -8.4% |
| 6M | -1.5% | -6.3% | +4.8% | -0.9% |
| YTD | +49.0% | -5.9% | +54.9% | +49.0% |
| 1Y | +50.6% | -3.9% | +54.5% | +49.7% |
| 3Y | +148.9% | +64.9% | +84.0% | +112.6% |
| 5Y | +116.1% | +48.5% | +67.6% | +84.7% |
| 10Y | +427.8% | +211.8% | +216.0% | +250.8% |
| All | +485.8% | +3,691.3% | -3,205.5% | +145.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling