+513.6%
EWT vs USFR
+28.1%
+485.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -1.1% | +0.1% | -1.3% | -1.1% |
| 30D | +4.5% | +0.4% | +4.1% | +4.5% |
| 3M | +8.3% | +1.0% | +7.2% | +8.3% |
| 6M | +54.2% | +2.0% | +52.3% | +54.2% |
| YTD | +74.6% | +2.8% | +71.8% | +74.3% |
| 1Y | +84.9% | +4.1% | +80.8% | +84.3% |
| 3Y | +197.5% | +14.1% | +183.4% | +191.3% |
| 5Y | +150.6% | +20.6% | +130.0% | +141.3% |
| All | +513.6% | +28.1% | +485.5% | +476.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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