+513.6%
EWT vs RUN
+42.2%
+471.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | -1.1% | -3.7% | +2.6% | -0.8% |
| 30D | +4.5% | -13.0% | +17.5% | +5.8% |
| 3M | +8.3% | -31.8% | +40.1% | +12.1% |
| 6M | +54.2% | -32.2% | +86.5% | +59.3% |
| YTD | +74.6% | -53.5% | +128.1% | +84.6% |
| 1Y | +84.9% | -46.5% | +131.4% | +91.7% |
| 3Y | +197.5% | -37.6% | +235.1% | +172.1% |
| 5Y | +150.6% | -80.9% | +231.4% | +146.1% |
| All | +513.6% | +42.2% | +471.4% | +324.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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