+14.5%
FIX vs EWT
+52.9%
-38.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.2% | +2.2% | +1.8% |
| 7D | -7.2% | -5.0% | -2.3% | -2.2% |
| 30D | -35.1% | -16.3% | -18.8% | -21.7% |
| 3M | -34.3% | -7.2% | -27.1% | -28.7% |
| 6M | -42.9% | -0.5% | -42.5% | -42.7% |
| YTD | +19.5% | +50.6% | -31.1% | -32.9% |
| All | +14.5% | +52.9% | -38.4% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling