+643.2%
GEV vs EWT
+147.6%
+495.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.7% |
| 7D | +8.1% | +1.6% | +6.5% | +6.3% |
| 30D | -1.9% | +8.2% | -10.1% | -9.2% |
| 3M | +4.1% | +11.1% | -7.0% | -6.0% |
| 6M | +23.2% | +60.4% | -37.2% | -26.1% |
| YTD | +48.9% | +75.6% | -26.7% | -19.7% |
| 1Y | +62.2% | +91.3% | -29.1% | -20.1% |
| All | +643.2% | +147.6% | +495.6% | +173.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling