+108.2%
T vs EWT
+199.6%
-91.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.4% |
| 7D | -1.5% | +1.6% | -3.2% | -1.3% |
| 30D | +7.6% | +8.2% | -0.6% | +8.6% |
| 3M | +15.3% | +11.1% | +4.2% | +16.8% |
| 6M | -8.5% | +60.4% | -68.9% | -4.1% |
| YTD | +6.8% | +75.6% | -68.8% | +12.3% |
| 1Y | -7.2% | +91.3% | -98.6% | -2.0% |
| 3Y | +108.2% | +200.3% | -92.0% | +96.1% |
| All | +108.2% | +199.6% | -91.4% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling