+513.6%
EWT vs RRX
+228.4%
+285.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +0.7% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | +4.5% | -6.1% | +10.6% | +6.4% |
| 3M | +8.3% | -23.1% | +31.3% | +16.4% |
| 6M | +54.2% | -19.5% | +73.8% | +62.6% |
| YTD | +74.6% | +16.1% | +58.5% | +64.4% |
| 1Y | +84.9% | +12.9% | +72.0% | +74.7% |
| 3Y | +197.5% | +7.9% | +189.6% | +172.9% |
| 5Y | +150.6% | +19.1% | +131.5% | +115.8% |
| All | +513.6% | +228.4% | +285.2% | +262.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling