+55.2%
EWT vs RNG
+179.4%
-124.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -10.9% | -9.6% | -1.3% | -10.7% |
| 30D | -17.7% | -1.4% | -16.3% | -17.7% |
| 3M | -5.0% | +28.8% | -33.8% | -5.1% |
| 6M | +7.4% | +65.6% | -58.2% | +7.9% |
| YTD | +52.8% | +171.4% | -118.6% | +46.9% |
| 1Y | +55.2% | +185.3% | -130.1% | +45.0% |
| All | +55.2% | +179.4% | -124.2% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling