+513.6%
EWT vs TRU
+147.2%
+366.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.9% | +1.6% |
| 7D | -1.1% | -2.7% | +1.6% | -0.4% |
| 30D | +4.5% | -2.0% | +6.5% | +4.8% |
| 3M | +8.3% | +18.4% | -10.2% | +2.3% |
| 6M | +54.2% | +8.9% | +45.4% | +48.5% |
| YTD | +74.6% | -8.9% | +83.5% | +75.2% |
| 1Y | +84.9% | -15.9% | +100.8% | +88.9% |
| 3Y | +197.5% | -1.1% | +198.6% | +178.7% |
| 5Y | +150.6% | -35.2% | +185.8% | +161.8% |
| All | +513.6% | +147.2% | +366.5% | +330.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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