+3,644.4%
FIX vs EWT
+414.5%
+3,230.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | +0.3% |
| 7D | -13.9% | -3.7% | -10.3% | -10.6% |
| 30D | -35.5% | -17.2% | -18.4% | -23.1% |
| 3M | -33.9% | -7.3% | -26.6% | -28.8% |
| 6M | -43.3% | -1.5% | -41.8% | -42.2% |
| YTD | +18.7% | +49.0% | -30.4% | -16.0% |
| 1Y | +13.8% | +50.6% | -36.9% | -20.0% |
| 3Y | +495.0% | +148.9% | +346.1% | +179.9% |
| 5Y | +1,049.0% | +116.1% | +933.0% | +504.4% |
| 10Y | +3,644.4% | +427.8% | +3,216.6% | +948.6% |
| All | +3,644.4% | +414.5% | +3,230.0% | +948.6% |
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 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