+246.7%
T vs EWT
+485.8%
-239.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.9% |
| 7D | +2.6% | -3.7% | +6.2% | +3.2% |
| 30D | -1.1% | -17.2% | +16.1% | +3.2% |
| 3M | -7.7% | -7.3% | -0.4% | -6.8% |
| 6M | -10.6% | -1.5% | -9.1% | -12.2% |
| YTD | -7.5% | +49.0% | -56.5% | -19.6% |
| 1Y | -7.4% | +50.6% | -58.0% | -19.9% |
| 3Y | +63.1% | +148.9% | -85.8% | +19.0% |
| 5Y | +55.2% | +116.1% | -60.9% | +17.0% |
| 10Y | +58.8% | +427.8% | -369.0% | -10.1% |
| All | +246.7% | +485.8% | -239.1% | +33.4% |
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 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