+513.6%
EWT vs RIG
-41.2%
+554.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.6% | +2.0% |
| 7D | -1.1% | -3.1% | +1.9% | -0.9% |
| 30D | +4.5% | -0.5% | +5.0% | +4.5% |
| 3M | +8.3% | -6.0% | +14.2% | +8.6% |
| 6M | +54.2% | -10.1% | +64.4% | +54.8% |
| YTD | +74.6% | +37.3% | +37.3% | +68.6% |
| 1Y | +84.9% | +73.9% | +11.0% | +74.6% |
| 3Y | +197.5% | -30.2% | +227.7% | +195.7% |
| 5Y | +150.6% | +62.5% | +88.1% | +125.9% |
| All | +513.6% | -41.2% | +554.8% | +444.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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