+586.2%
EWT vs RSG
+3,715.5%
-3,129.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +1.5% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | +4.5% | +4.0% | +0.5% | +2.8% |
| 3M | +8.3% | +7.4% | +0.9% | +4.5% |
| 6M | +54.2% | +0.1% | +54.1% | +52.1% |
| YTD | +74.6% | +6.0% | +68.6% | +67.9% |
| 1Y | +84.9% | -3.0% | +87.9% | +83.8% |
| 3Y | +197.5% | +56.5% | +141.0% | +139.4% |
| 5Y | +150.6% | +90.9% | +59.7% | +82.2% |
| 10Y | +516.1% | +428.7% | +87.3% | +182.9% |
| All | +586.2% | +3,715.5% | -3,129.3% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling