+311.2%
SPY vs EWT
+512.3%
-201.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.8% |
| 7D | -2.0% | -1.1% | -0.9% | -1.4% |
| 30D | -1.7% | +4.8% | -6.4% | -4.4% |
| 3M | +4.7% | +11.1% | -6.4% | -2.5% |
| 6M | +12.5% | +54.6% | -42.1% | -15.2% |
| YTD | +11.7% | +71.4% | -59.7% | -21.3% |
| 1Y | +17.5% | +82.1% | -64.6% | -20.5% |
| 3Y | +76.6% | +193.2% | -116.7% | -14.4% |
| 5Y | +82.0% | +146.1% | -64.1% | -1.7% |
| All | +311.2% | +512.3% | -201.1% | +27.0% |
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