+995.4%
TER vs EWT
+448.9%
+546.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.6% |
| 7D | +14.4% | +9.1% | +5.2% | +2.4% |
| 30D | -30.6% | -12.2% | -18.3% | -16.7% |
| 3M | -39.2% | -9.4% | -29.8% | -29.3% |
| 6M | -31.3% | +2.7% | -33.9% | -29.9% |
| YTD | +29.1% | +53.3% | -24.2% | -18.9% |
| 1Y | +47.4% | +59.2% | -11.7% | -11.4% |
| 3Y | +191.2% | +157.1% | +34.1% | -2.4% |
| 5Y | +74.0% | +119.6% | -45.6% | -27.2% |
| All | +995.4% | +448.9% | +546.5% | +84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling