+154.5%
EWT vs RRC
+154.4%
+0.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +2.1% | -1.7% | +3.9% | +2.3% |
| 30D | +9.4% | +3.6% | +5.8% | +8.9% |
| 3M | +10.9% | +8.8% | +2.0% | +9.5% |
| 6M | +57.9% | +0.8% | +57.2% | +57.2% |
| YTD | +75.9% | +19.0% | +56.9% | +70.9% |
| 1Y | +89.7% | +22.9% | +66.8% | +83.1% |
| 3Y | +200.9% | +32.3% | +168.6% | +185.2% |
| 5Y | +154.5% | +151.6% | +2.9% | +124.2% |
| All | +154.5% | +154.4% | +0.1% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling