+200.3%
EWT vs ROL
+1.0%
+199.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | -0.5% |
| 7D | +1.6% | -3.4% | +5.1% | +1.7% |
| 30D | +8.2% | -6.9% | +15.1% | +8.4% |
| 3M | +11.1% | -24.6% | +35.7% | +12.2% |
| 6M | +60.4% | -39.5% | +100.0% | +65.2% |
| YTD | +75.6% | -41.1% | +116.7% | +81.2% |
| 1Y | +91.3% | -37.9% | +129.3% | +96.4% |
| 3Y | +200.3% | +0.8% | +199.5% | +195.6% |
| All | +200.3% | +1.0% | +199.3% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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