+199.8%
EWT vs RRC
+31.0%
+168.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +2.1% | -1.7% | +3.9% | +2.4% |
| 30D | +9.4% | +3.6% | +5.8% | +8.8% |
| 3M | +10.9% | +8.8% | +2.0% | +9.3% |
| 6M | +57.9% | +0.8% | +57.2% | +57.1% |
| YTD | +75.9% | +19.0% | +56.9% | +68.9% |
| 1Y | +89.7% | +22.9% | +66.8% | +80.2% |
| All | +199.8% | +31.0% | +168.8% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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