+46.5%
F vs EWT
+154.5%
-108.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.7% | -3.9% |
| 7D | +1.2% | +1.6% | -0.5% | +0.1% |
| 30D | +1.2% | +8.2% | -7.0% | -3.9% |
| 3M | -5.7% | +11.1% | -16.7% | -13.2% |
| 6M | +17.9% | +60.4% | -42.5% | -17.9% |
| YTD | +10.4% | +75.6% | -65.2% | -28.2% |
| 1Y | +25.3% | +91.3% | -66.0% | -24.1% |
| 3Y | +37.5% | +200.3% | -162.8% | -48.9% |
| 5Y | +46.5% | +156.4% | -109.9% | -28.6% |
| All | +46.5% | +154.5% | -108.0% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling