+502.5%
FIX vs EWT
+157.1%
+345.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | +0.3% |
| 7D | +17.0% | +13.2% | +3.8% | +2.9% |
| 30D | -30.6% | -14.3% | -16.3% | -18.2% |
| 3M | -35.0% | -8.4% | -26.6% | -28.6% |
| 6M | -44.0% | +3.7% | -47.7% | -46.2% |
| YTD | +21.1% | +53.1% | -31.9% | -23.8% |
| 1Y | +16.3% | +55.5% | -39.3% | -28.0% |
| All | +502.5% | +157.1% | +345.3% | +150.4% |
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