+495.8%
EWT vs RF
+334.9%
+160.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | +1.6% | +2.7% | -1.0% | +1.0% |
| 30D | +8.2% | -3.4% | +11.6% | +9.1% |
| 3M | +11.1% | +6.4% | +4.7% | +9.1% |
| 6M | +60.4% | +13.4% | +47.0% | +55.0% |
| YTD | +75.6% | +14.2% | +61.3% | +69.0% |
| 1Y | +91.3% | +15.7% | +75.6% | +83.2% |
| 3Y | +200.3% | +91.3% | +108.9% | +149.8% |
| 5Y | +156.4% | +89.8% | +66.6% | +110.1% |
| 10Y | +495.8% | +336.7% | +159.1% | +286.3% |
| All | +495.8% | +334.9% | +160.9% | +286.3% |
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