-38.7%
NOW vs EWT
+54.0%
-92.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | -27.5% | -10.9% | -16.6% | -27.4% |
| 30D | -20.0% | -17.7% | -2.3% | -20.3% |
| 3M | -7.9% | -5.0% | -2.9% | -7.7% |
| 6M | +18.3% | +7.4% | +10.9% | +15.0% |
| YTD | -29.0% | +52.8% | -81.8% | -35.1% |
| 1Y | -38.7% | +55.2% | -93.9% | -44.3% |
| All | -38.7% | +54.0% | -92.7% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling