+234.1%
TER vs EWT
+90.7%
+143.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +2.8% |
| 7D | +12.4% | +2.1% | +10.2% | +8.8% |
| 30D | +5.1% | +9.4% | -4.2% | -8.3% |
| 3M | +4.0% | +10.9% | -6.9% | -8.8% |
| 6M | +29.5% | +57.9% | -28.4% | -33.3% |
| YTD | +98.5% | +75.9% | +22.5% | -14.0% |
| 1Y | +234.1% | +89.7% | +144.4% | +26.1% |
| All | +234.1% | +90.7% | +143.4% | +26.1% |
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