+52.3%
F vs EWT
+594.1%
-541.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.5% |
| 7D | +5.3% | +4.0% | +1.4% | +3.1% |
| 30D | +4.6% | +10.3% | -5.7% | -0.9% |
| 3M | -3.7% | +6.1% | -9.7% | -7.9% |
| 6M | +16.8% | +56.6% | -39.8% | -10.1% |
| YTD | +15.3% | +76.6% | -61.3% | -16.9% |
| 1Y | +31.0% | +97.9% | -66.9% | -11.6% |
| 3Y | +45.4% | +198.0% | -152.5% | -22.9% |
| 5Y | +54.7% | +151.8% | -97.1% | -9.0% |
| 10Y | +98.2% | +514.1% | -415.9% | -26.9% |
| All | +52.3% | +594.1% | -541.8% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling