+66.9%
T vs EWT
+512.3%
-445.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.0% |
| 7D | -2.4% | -1.1% | -1.3% | -2.3% |
| 30D | +4.3% | +4.8% | -0.5% | +3.4% |
| 3M | +11.6% | +11.1% | +0.4% | +8.7% |
| 6M | -5.6% | +54.6% | -60.2% | -14.9% |
| YTD | +6.6% | +71.4% | -64.9% | -6.7% |
| 1Y | -8.4% | +82.1% | -90.5% | -21.2% |
| 3Y | +107.8% | +193.2% | -85.4% | +49.5% |
| 5Y | +68.3% | +146.1% | -77.8% | +27.8% |
| All | +66.9% | +512.3% | -445.4% | -16.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling