+67.1%
T vs EWT
+152.4%
-85.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -1.5% | +1.6% | -3.2% | -1.5% |
| 30D | +7.6% | +8.2% | -0.6% | +7.6% |
| 3M | +15.3% | +11.1% | +4.2% | +15.2% |
| 6M | -8.5% | +60.4% | -68.9% | -10.1% |
| YTD | +6.8% | +75.6% | -68.8% | +4.0% |
| 1Y | -7.2% | +91.3% | -98.6% | -10.5% |
| 3Y | +108.2% | +200.3% | -92.0% | +80.8% |
| All | +67.1% | +152.4% | -85.3% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling