+499.8%
EWT vs TRU
+226.0%
+273.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +2.1% | -6.5% | +8.6% | +3.8% |
| 30D | +9.4% | -2.5% | +11.9% | +9.9% |
| 3M | +10.9% | +10.4% | +0.5% | +6.7% |
| 6M | +57.9% | +1.6% | +56.3% | +54.9% |
| YTD | +75.9% | -9.7% | +85.6% | +76.9% |
| 1Y | +89.7% | -17.3% | +107.0% | +94.5% |
| 3Y | +200.9% | -1.8% | +202.7% | +182.1% |
| 5Y | +154.5% | -36.2% | +190.7% | +166.3% |
| 10Y | +520.8% | +143.2% | +377.6% | +318.5% |
| All | +499.8% | +226.0% | +273.8% | +280.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling