+250.5%
T vs EWT
+501.7%
-251.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | +0.4% |
| 7D | +1.6% | +13.2% | -11.6% | -1.7% |
| 30D | -2.9% | -14.3% | +11.4% | +0.4% |
| 3M | -7.5% | -8.4% | +0.9% | -6.3% |
| 6M | -9.9% | +3.7% | -13.6% | -12.7% |
| YTD | -6.4% | +53.1% | -59.5% | -19.3% |
| 1Y | -9.4% | +55.5% | -64.9% | -22.3% |
| 3Y | +64.9% | +155.6% | -90.8% | +19.4% |
| 5Y | +57.0% | +119.3% | -62.4% | +17.9% |
| 10Y | +60.8% | +446.2% | -385.4% | -9.8% |
| All | +250.5% | +501.7% | -251.2% | +33.9% |
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