+67.0%
MAR vs EWT
+200.7%
-133.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.5% | +2.1% | -2.6% | -1.2% |
| 30D | -4.7% | +9.4% | -14.0% | -7.5% |
| 3M | -15.6% | +10.9% | -26.5% | -19.1% |
| 6M | +1.2% | +57.9% | -56.7% | -17.4% |
| YTD | +7.5% | +75.9% | -68.4% | -16.6% |
| 1Y | +26.6% | +89.7% | -63.1% | -5.6% |
| All | +67.0% | +200.7% | -133.7% | -6.4% |
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