+97.9%
EWT vs RRX
+14.9%
+83.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +4.0% | +3.4% | +0.5% | +2.8% |
| 30D | +10.3% | -11.1% | +21.4% | +14.7% |
| 3M | +6.1% | -23.7% | +29.8% | +15.2% |
| 6M | +56.6% | -22.0% | +78.6% | +66.2% |
| YTD | +76.6% | +16.5% | +60.1% | +71.4% |
| 1Y | +97.9% | +11.5% | +86.4% | +93.7% |
| All | +97.9% | +14.9% | +83.0% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling