-9.4%
T vs EWT
+55.3%
-64.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | -1.0% |
| 7D | +1.6% | +13.2% | -11.6% | +4.6% |
| 30D | -2.9% | -14.3% | +11.4% | -6.4% |
| 3M | -7.5% | -8.4% | +0.9% | -9.3% |
| 6M | -9.9% | +3.7% | -13.6% | -9.0% |
| YTD | -6.4% | +53.1% | -59.5% | +3.7% |
| 1Y | -9.4% | +55.5% | -64.9% | +0.7% |
| All | -9.4% | +55.3% | -64.7% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling