+433.8%
MAR vs EWT
+523.5%
-89.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.5% |
| 7D | -0.5% | -1.1% | +0.6% | +0.2% |
| 30D | -5.4% | +4.5% | -9.9% | -8.2% |
| 3M | -15.5% | +8.3% | -23.8% | -21.2% |
| 6M | +3.0% | +54.2% | -51.3% | -26.5% |
| YTD | +8.5% | +74.6% | -66.1% | -29.7% |
| 1Y | +26.0% | +84.9% | -58.9% | -22.5% |
| 3Y | +68.6% | +197.5% | -128.9% | -31.9% |
| 5Y | +157.4% | +150.6% | +6.8% | +20.2% |
| All | +433.8% | +523.5% | -89.7% | +27.5% |
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