+594.1%
EWT vs RBA
+3,194.1%
-2,600.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.8% |
| 7D | +4.0% | -2.9% | +6.9% | +4.7% |
| 30D | +10.3% | -12.3% | +22.6% | +13.8% |
| 3M | +6.1% | -20.5% | +26.6% | +11.6% |
| 6M | +56.6% | -18.5% | +75.2% | +63.5% |
| YTD | +76.6% | -18.2% | +94.8% | +83.5% |
| 1Y | +97.9% | -27.5% | +125.4% | +111.7% |
| 3Y | +198.0% | +38.1% | +159.9% | +166.3% |
| 5Y | +151.8% | +44.8% | +107.0% | +116.2% |
| 10Y | +514.1% | +187.1% | +327.0% | +317.0% |
| All | +594.1% | +3,194.1% | -2,600.0% | +202.2% |
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