+29.6%
F vs EWT
+452.2%
-422.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -2.8% |
| 7D | +1.6% | -11.7% | +13.3% | +7.9% |
| 30D | +2.6% | -23.2% | +25.9% | +17.0% |
| 3M | -8.8% | -12.5% | +3.7% | -3.5% |
| 6M | +4.6% | -5.9% | +10.5% | +5.0% |
| YTD | -1.9% | +40.5% | -42.4% | -21.2% |
| 1Y | -0.8% | +43.7% | -44.5% | -21.4% |
| 3Y | +43.5% | +136.6% | -93.2% | -15.1% |
| 5Y | -12.1% | +105.1% | -117.1% | -43.0% |
| 10Y | +83.6% | +387.0% | -303.3% | -24.3% |
| All | +29.6% | +452.2% | -422.6% | -64.8% |
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