+64.3%
T vs EWT
+528.3%
-464.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -3.1% | +2.1% | -5.2% | -3.4% |
| 30D | +4.6% | +9.4% | -4.8% | +2.9% |
| 3M | +12.2% | +10.9% | +1.4% | +9.5% |
| 6M | -6.5% | +57.9% | -64.4% | -16.0% |
| YTD | +4.9% | +75.9% | -71.0% | -8.6% |
| 1Y | -10.5% | +89.7% | -100.2% | -23.7% |
| 3Y | +104.6% | +200.9% | -96.3% | +46.6% |
| 5Y | +64.2% | +154.5% | -90.3% | +23.8% |
| All | +64.3% | +528.3% | -464.0% | -18.4% |
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