+780.7%
GOOG vs EWT
+523.5%
+257.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.3% |
| 7D | 0.0% | -1.1% | +1.2% | +0.8% |
| 30D | -2.0% | +4.5% | -6.4% | -5.0% |
| 3M | -5.9% | +8.3% | -14.1% | -12.1% |
| 6M | +8.9% | +54.2% | -45.3% | -22.3% |
| YTD | +7.1% | +74.6% | -67.5% | -30.8% |
| 1Y | +39.7% | +84.9% | -45.2% | -13.7% |
| 3Y | +145.8% | +197.5% | -51.7% | +2.0% |
| 5Y | +138.6% | +150.6% | -12.0% | +13.1% |
| All | +780.7% | +523.5% | +257.1% | +114.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling