+613.1%
EWT vs RNG
+305.9%
+307.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +2.1% | -4.1% | +6.2% | +2.6% |
| 30D | +9.4% | +8.6% | +0.7% | +8.2% |
| 3M | +10.9% | +78.0% | -67.1% | +2.5% |
| 6M | +57.9% | +67.0% | -9.1% | +46.2% |
| YTD | +75.9% | +142.4% | -66.5% | +53.6% |
| 1Y | +89.7% | +120.4% | -30.7% | +67.3% |
| 3Y | +200.9% | +122.1% | +78.8% | +158.3% |
| 5Y | +154.5% | -69.8% | +224.3% | +162.3% |
| 10Y | +520.8% | +223.4% | +297.4% | +346.6% |
| All | +613.1% | +305.9% | +307.2% | +394.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling