+197.5%
EWT vs RNG
+119.8%
+77.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -1.1% | -6.1% | +5.0% | -0.6% |
| 30D | +4.5% | +9.6% | -5.2% | +3.5% |
| 3M | +8.3% | +83.3% | -75.1% | +1.3% |
| 6M | +54.2% | +77.9% | -23.7% | +43.9% |
| YTD | +74.6% | +139.9% | -65.3% | +54.4% |
| 1Y | +84.9% | +121.7% | -36.8% | +65.0% |
| 3Y | +197.5% | +121.9% | +75.7% | +157.2% |
| All | +197.5% | +119.8% | +77.8% | +157.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling