+142.1%
GOOG vs EWT
+193.0%
-50.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +1.8% |
| 7D | -2.5% | -1.1% | -1.4% | -2.1% |
| 30D | -3.6% | +4.8% | -8.4% | -5.9% |
| 3M | -6.4% | +11.1% | -17.6% | -12.1% |
| 6M | +7.8% | +54.6% | -46.8% | -16.6% |
| YTD | +5.5% | +71.4% | -66.0% | -23.5% |
| 1Y | +38.3% | +82.1% | -43.8% | -3.4% |
| All | +142.1% | +193.0% | -50.9% | +15.3% |
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