+1,449.6%
NET vs EWT
+371.5%
+1,078.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.8% | -3.8% |
| 7D | -7.0% | +4.0% | -10.9% | -10.5% |
| 30D | -4.8% | +10.3% | -15.1% | -13.4% |
| 3M | +3.8% | +6.1% | -2.3% | -4.8% |
| 6M | +50.0% | +56.6% | -6.6% | -11.7% |
| YTD | +41.5% | +76.6% | -35.1% | -27.4% |
| 1Y | +32.8% | +97.9% | -65.0% | -40.1% |
| 3Y | +335.9% | +198.0% | +137.9% | +17.4% |
| 5Y | +113.8% | +151.8% | -37.9% | -29.9% |
| All | +1,449.6% | +371.5% | +1,078.0% | +229.6% |
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