+301.3%
T vs EWT
+594.1%
-292.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.4% |
| 7D | -1.3% | +4.0% | -5.2% | -2.3% |
| 30D | +11.4% | +10.3% | +1.1% | +8.4% |
| 3M | +14.3% | +6.1% | +8.2% | +11.4% |
| 6M | -9.3% | +56.6% | -65.9% | -21.1% |
| YTD | +7.1% | +76.6% | -69.5% | -10.2% |
| 1Y | -9.1% | +97.9% | -107.0% | -26.4% |
| 3Y | +105.3% | +198.0% | -92.6% | +44.1% |
| 5Y | +66.8% | +151.8% | -84.9% | +21.9% |
| 10Y | +66.8% | +514.1% | -447.3% | -8.5% |
| All | +301.3% | +594.1% | -292.8% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling