+136.0%
GOOG vs EWT
+149.5%
-13.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.4% |
| 7D | 0.0% | -1.1% | +1.2% | +0.7% |
| 30D | -2.0% | +4.5% | -6.4% | -4.7% |
| 3M | -5.9% | +8.3% | -14.1% | -11.6% |
| 6M | +8.9% | +54.2% | -45.3% | -21.2% |
| YTD | +7.1% | +74.6% | -67.5% | -29.7% |
| 1Y | +39.7% | +84.9% | -45.2% | -12.4% |
| 3Y | +145.8% | +197.5% | -51.7% | -0.6% |
| All | +136.0% | +149.5% | -13.4% | +13.8% |
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