+55.2%
EWT vs RSG
+19.5%
+35.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.3% | -0.5% |
| 7D | -10.9% | +5.1% | -16.0% | -7.5% |
| 30D | -17.7% | +15.3% | -33.0% | -9.0% |
| 3M | -5.0% | +18.6% | -23.6% | +7.2% |
| 6M | +7.4% | +19.5% | -12.2% | +22.3% |
| YTD | +52.8% | +17.2% | +35.6% | +73.0% |
| 1Y | +55.2% | +19.6% | +35.6% | +76.4% |
| All | +55.2% | +19.5% | +35.7% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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