+199.8%
TER vs EWT
+99.0%
+100.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.6% | +2.6% |
| 7D | +0.6% | +4.0% | -3.4% | -5.4% |
| 30D | -8.3% | +10.3% | -18.6% | -21.0% |
| 3M | -12.2% | +6.1% | -18.3% | -17.6% |
| 6M | +17.0% | +56.6% | -39.6% | -38.2% |
| YTD | +84.6% | +76.6% | +8.0% | -18.9% |
| 1Y | +199.8% | +97.9% | +101.9% | +17.2% |
| All | +199.8% | +99.0% | +100.8% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling