+6.8%
NOW vs EWT
+153.4%
-146.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.8% | -4.1% |
| 7D | -2.4% | +4.0% | -6.4% | -4.6% |
| 30D | +20.5% | +10.3% | +10.2% | +13.6% |
| 3M | +18.3% | +6.1% | +12.3% | +11.7% |
| 6M | +24.1% | +56.6% | -32.6% | -13.7% |
| YTD | -7.8% | +76.6% | -84.4% | -42.5% |
| 1Y | -21.4% | +97.9% | -119.3% | -55.9% |
| 3Y | +19.5% | +198.0% | -178.4% | -58.1% |
| All | +6.8% | +153.4% | -146.6% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling