-29.8%
NOW vs EWT
+90.7%
-120.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -4.1% | +2.1% | -6.2% | -4.1% |
| 30D | +2.9% | +9.4% | -6.5% | +2.7% |
| 3M | +22.6% | +10.9% | +11.7% | +21.3% |
| 6M | +7.5% | +57.9% | -50.4% | -0.7% |
| YTD | -14.4% | +75.9% | -90.3% | -24.6% |
| 1Y | -29.8% | +89.7% | -119.5% | -37.1% |
| All | -29.8% | +90.7% | -120.4% | -37.1% |
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