+2,105.4%
FIX vs EWT
+153.4%
+1,952.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +0.2% |
| 7D | +6.0% | +4.0% | +2.1% | +2.2% |
| 30D | -7.2% | +10.3% | -17.5% | -15.3% |
| 3M | -15.9% | +6.1% | -21.9% | -20.1% |
| 6M | +12.7% | +56.6% | -43.9% | -26.3% |
| YTD | +72.8% | +76.6% | -3.8% | +1.3% |
| 1Y | +122.9% | +97.9% | +25.0% | +18.7% |
| 3Y | +774.3% | +198.0% | +576.3% | +242.4% |
| All | +2,105.4% | +153.4% | +1,952.0% | +904.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling