+502.5%
EWT vs RBA
+3,651.9%
-3,149.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +9.1% | +1.7% | +7.4% | +8.7% |
| 30D | -12.2% | +8.3% | -20.6% | -14.1% |
| 3M | -9.4% | +10.5% | -20.0% | -12.0% |
| 6M | +2.7% | -5.9% | +8.5% | +3.1% |
| YTD | +53.3% | -6.9% | +60.1% | +53.7% |
| 1Y | +59.2% | -4.9% | +64.0% | +58.6% |
| 3Y | +157.1% | +64.5% | +92.6% | +119.8% |
| 5Y | +119.6% | +46.1% | +73.5% | +88.5% |
| 10Y | +446.9% | +208.2% | +238.7% | +264.6% |
| All | +502.5% | +3,651.9% | -3,149.4% | +153.1% |
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