+197.5%
EWT vs RRX
+5.4%
+192.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +0.8% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | +4.5% | -6.1% | +10.6% | +6.2% |
| 3M | +8.3% | -23.1% | +31.3% | +15.8% |
| 6M | +54.2% | -19.5% | +73.8% | +62.1% |
| YTD | +74.6% | +16.1% | +58.5% | +67.3% |
| 1Y | +84.9% | +12.9% | +72.0% | +77.8% |
| 3Y | +197.5% | +7.9% | +189.6% | +190.9% |
| All | +197.5% | +5.4% | +192.2% | +190.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling