+81.0%
F vs EWT
+418.9%
-337.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.2% | -6.5% | -3.8% |
| 7D | -0.6% | -5.0% | +4.3% | +1.7% |
| 30D | +2.9% | -16.3% | +19.2% | +13.9% |
| 3M | -9.5% | -7.2% | -2.3% | -7.0% |
| 6M | +4.0% | -0.5% | +4.5% | -0.3% |
| YTD | -1.3% | +50.6% | -51.8% | -30.5% |
| 1Y | -1.9% | +54.8% | -56.8% | -32.5% |
| 3Y | +53.5% | +155.5% | -102.0% | -31.9% |
| 5Y | -15.1% | +116.4% | -131.6% | -56.6% |
| 10Y | +81.0% | +421.4% | -340.4% | -47.0% |
| All | +81.0% | +418.9% | -337.9% | -47.0% |
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