+153.0%
EWT vs RF
+89.8%
+63.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +4.0% | +1.3% | +2.7% | +3.6% |
| 30D | +10.3% | -3.6% | +13.9% | +11.4% |
| 3M | +6.1% | +8.1% | -2.0% | +3.6% |
| 6M | +56.6% | +11.5% | +45.2% | +51.3% |
| YTD | +76.6% | +15.6% | +61.0% | +68.5% |
| 1Y | +97.9% | +15.7% | +82.2% | +88.4% |
| 3Y | +198.0% | +86.9% | +111.1% | +142.4% |
| All | +153.0% | +89.8% | +63.2% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling