+46.0%
F vs EWT
+157.5%
-111.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -3.1% | +9.1% | -12.2% | -6.2% |
| 30D | 0.0% | -12.2% | +12.3% | +4.6% |
| 3M | -13.2% | -9.4% | -3.8% | -10.8% |
| 6M | -10.2% | +2.7% | -12.9% | -13.7% |
| YTD | -4.9% | +53.3% | -58.2% | -24.8% |
| 1Y | -6.1% | +59.2% | -65.3% | -27.1% |
| 3Y | +46.0% | +157.1% | -111.1% | -21.5% |
| All | +46.0% | +157.5% | -111.5% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling