+1,802.9%
TER vs EWT
+512.3%
+1,290.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -0.3% |
| 7D | +9.4% | -1.1% | +10.5% | +11.0% |
| 30D | -2.4% | +4.8% | -7.2% | -7.9% |
| 3M | +6.5% | +11.1% | -4.6% | -4.3% |
| 6M | +23.2% | +54.6% | -31.5% | -25.7% |
| YTD | +91.5% | +71.4% | +20.0% | +2.8% |
| 1Y | +214.8% | +82.1% | +132.7% | +58.4% |
| 3Y | +275.3% | +193.2% | +82.1% | +6.0% |
| 5Y | +211.9% | +146.1% | +65.8% | +12.1% |
| All | +1,802.9% | +512.3% | +1,290.6% | +197.7% |
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