+1,381.0%
NET vs EWT
+308.1%
+1,072.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -1.4% |
| 7D | -16.4% | -10.9% | -5.5% | -6.5% |
| 30D | -25.8% | -17.7% | -8.1% | -10.5% |
| 3M | -11.5% | -5.0% | -6.5% | -7.4% |
| 6M | +18.9% | +7.4% | +11.5% | +5.0% |
| YTD | +35.2% | +52.8% | -17.6% | -20.6% |
| 1Y | +14.5% | +55.2% | -40.7% | -33.9% |
| 3Y | +313.8% | +158.0% | +155.8% | +26.8% |
| 5Y | +32.6% | +125.0% | -92.4% | -51.2% |
| All | +1,381.0% | +308.1% | +1,072.9% | +260.7% |
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