+1,258.4%
NET vs EWT
+261.0%
+997.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -11.5% | +3.3% | +2.7% |
| 7D | -21.2% | -19.0% | -2.2% | -3.9% |
| 30D | -31.1% | -27.0% | -4.1% | -7.2% |
| 3M | -16.5% | -15.6% | -1.0% | -2.7% |
| 6M | 0.0% | -7.4% | +7.5% | +1.4% |
| YTD | +24.0% | +35.2% | -11.2% | -18.5% |
| 1Y | +7.0% | +36.0% | -29.0% | -30.1% |
| 3Y | +279.6% | +128.2% | +151.3% | +30.1% |
| 5Y | +24.0% | +97.4% | -73.4% | -48.7% |
| All | +1,258.4% | +261.0% | +997.4% | +270.3% |
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