+462.7%
EWT vs RF
+241.0%
+221.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.0% | +5.9% |
| 7D | +3.2% | -1.3% | +4.5% | +3.6% |
| 30D | -12.3% | +4.6% | -17.0% | -13.3% |
| 3M | -3.6% | -8.4% | +4.8% | -1.5% |
| 6M | +3.1% | +8.9% | -5.7% | +0.6% |
| YTD | +57.7% | +8.8% | +48.9% | +53.5% |
| 1Y | +60.3% | +18.9% | +41.4% | +52.5% |
| 3Y | +163.4% | +116.0% | +47.4% | +113.0% |
| 5Y | +127.4% | +46.0% | +81.4% | +98.2% |
| 10Y | +462.7% | +231.7% | +231.0% | +306.8% |
| All | +462.7% | +241.0% | +221.6% | +306.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling