+421.4%
EWT vs RF
+277.2%
+144.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.2% | +5.0% | +6.6% |
| 7D | -5.0% | -0.1% | -4.8% | -4.9% |
| 30D | -16.3% | +7.0% | -23.4% | -17.7% |
| 3M | -7.2% | -7.0% | -0.2% | -5.6% |
| 6M | -0.5% | +6.8% | -7.3% | -2.4% |
| YTD | +50.6% | +9.9% | +40.6% | +46.2% |
| 1Y | +54.8% | +21.1% | +33.7% | +46.7% |
| 3Y | +155.5% | +119.6% | +35.8% | +106.1% |
| 5Y | +116.4% | +46.2% | +70.2% | +88.7% |
| 10Y | +421.4% | +261.5% | +159.9% | +291.2% |
| All | +421.4% | +277.2% | +144.2% | +291.2% |
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