+3,601.2%
FIX vs EWT
+448.2%
+3,153.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -0.2% |
| 7D | +16.9% | +13.2% | +3.7% | +4.6% |
| 30D | -30.6% | -14.3% | -16.4% | -19.8% |
| 3M | -35.1% | -8.4% | -26.7% | -29.3% |
| 6M | -44.0% | +3.7% | -47.7% | -45.5% |
| YTD | +21.0% | +53.1% | -32.0% | -16.5% |
| 1Y | +16.2% | +55.5% | -39.4% | -20.7% |
| 3Y | +506.9% | +155.6% | +351.2% | +178.3% |
| 5Y | +1,051.1% | +119.3% | +931.7% | +496.0% |
| All | +3,601.2% | +448.2% | +3,153.0% | +886.7% |
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