+13,164.2%
GOOG vs EWT
+1,140.0%
+12,024.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -1.6% | +2.1% | -3.7% | -2.7% |
| 30D | -7.7% | +9.4% | -17.0% | -12.4% |
| 3M | -9.3% | +10.9% | -20.2% | -15.5% |
| 6M | +7.4% | +57.9% | -50.5% | -19.0% |
| YTD | +4.9% | +75.9% | -71.1% | -26.1% |
| 1Y | +37.2% | +89.7% | -52.5% | -7.5% |
| 3Y | +141.6% | +200.9% | -59.3% | +23.0% |
| 5Y | +128.8% | +154.5% | -25.7% | +28.8% |
| 10Y | +772.7% | +520.8% | +252.0% | +203.3% |
| All | +13,164.2% | +1,140.0% | +12,024.3% | +3,143.8% |
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 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