+5,831.7%
FIX vs EWT
+492.4%
+5,339.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +0.3% |
| 7D | +6.0% | +4.0% | +2.1% | +2.5% |
| 30D | -7.2% | +10.3% | -17.5% | -14.8% |
| 3M | -15.9% | +6.1% | -21.9% | -19.8% |
| 6M | +12.7% | +56.6% | -43.9% | -23.9% |
| YTD | +72.8% | +76.6% | -3.8% | +5.6% |
| 1Y | +122.9% | +97.9% | +25.0% | +24.3% |
| 3Y | +774.3% | +198.0% | +576.3% | +256.4% |
| 5Y | +2,049.5% | +151.8% | +1,897.7% | +895.2% |
| All | +5,831.7% | +492.4% | +5,339.3% | +1,439.5% |
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 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