+1,027.6%
FIX vs EWT
+118.2%
+909.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +9.4% | +9.1% | +0.3% | +0.7% |
| 30D | -27.8% | -12.2% | -15.6% | -17.8% |
| 3M | -35.6% | -9.4% | -26.1% | -28.8% |
| 6M | -45.2% | +2.7% | -47.9% | -46.4% |
| YTD | +19.5% | +53.3% | -33.8% | -20.1% |
| 1Y | +24.2% | +59.2% | -34.9% | -19.7% |
| 3Y | +494.2% | +157.1% | +337.1% | +164.5% |
| All | +1,027.6% | +118.2% | +909.4% | +502.0% |
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