+448.7%
FIX vs EWT
+136.7%
+312.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.9% | +1.5% | +1.4% |
| 7D | -17.5% | -11.7% | -5.7% | -6.0% |
| 30D | -41.6% | -23.2% | -18.3% | -22.8% |
| 3M | -40.6% | -12.5% | -28.1% | -31.5% |
| 6M | -49.4% | -5.9% | -43.5% | -46.3% |
| YTD | +9.2% | +40.5% | -31.3% | -24.9% |
| 1Y | +6.5% | +43.7% | -37.3% | -28.4% |
| 3Y | +448.7% | +136.6% | +312.1% | +148.4% |
| All | +448.7% | +136.7% | +312.0% | +148.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling