+591.5%
EWT vs RRX
+1,368.0%
-776.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.1% |
| 7D | +2.1% | -0.7% | +2.9% | +2.4% |
| 30D | +9.4% | -8.0% | +17.3% | +12.5% |
| 3M | +10.9% | -25.1% | +35.9% | +21.9% |
| 6M | +57.9% | -18.3% | +76.2% | +67.0% |
| YTD | +75.9% | +14.2% | +61.8% | +63.4% |
| 1Y | +89.7% | +13.0% | +76.7% | +75.7% |
| 3Y | +200.9% | +4.2% | +196.7% | +170.9% |
| 5Y | +154.5% | +17.9% | +136.6% | +110.5% |
| 10Y | +520.8% | +220.4% | +300.3% | +220.3% |
| All | +591.5% | +1,368.0% | -776.5% | +91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling