+72.2%
F vs EWT
+414.5%
-342.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.3% |
| 7D | -0.2% | -3.7% | +3.4% | +1.2% |
| 30D | +0.9% | -17.2% | +18.1% | +12.5% |
| 3M | -11.3% | -7.3% | -4.0% | -8.9% |
| 6M | +2.0% | -1.5% | +3.5% | -1.6% |
| YTD | -3.2% | +49.0% | -52.2% | -31.5% |
| 1Y | -3.5% | +50.6% | -54.1% | -32.4% |
| 3Y | +48.1% | +148.9% | -100.8% | -33.2% |
| 5Y | -13.5% | +116.1% | -129.6% | -55.9% |
| 10Y | +72.2% | +427.8% | -355.7% | -51.1% |
| All | +72.2% | +414.5% | -342.3% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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