+62.5%
T vs EWT
+448.9%
-386.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.5% | +9.1% | -6.6% | +1.2% |
| 30D | -3.8% | -12.2% | +8.4% | -2.2% |
| 3M | -8.7% | -9.4% | +0.7% | -7.9% |
| 6M | -8.1% | +2.7% | -10.8% | -10.2% |
| YTD | -6.4% | +53.3% | -59.7% | -17.1% |
| 1Y | -9.8% | +59.2% | -68.9% | -20.9% |
| 3Y | +65.5% | +157.1% | -91.6% | +21.3% |
| 5Y | +57.0% | +119.6% | -62.7% | +20.8% |
| All | +62.5% | +448.9% | -386.4% | -19.7% |
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 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