+277.2%
TER vs EWT
+199.6%
+77.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +5.0% |
| 7D | +11.0% | +1.6% | +9.3% | +8.6% |
| 30D | -1.9% | +8.2% | -10.1% | -11.5% |
| 3M | -0.7% | +11.1% | -11.7% | -11.3% |
| 6M | +36.4% | +60.4% | -24.1% | -22.6% |
| YTD | +92.4% | +75.6% | +16.9% | -1.3% |
| 1Y | +213.5% | +91.3% | +122.2% | +46.6% |
| 3Y | +277.2% | +200.3% | +77.0% | +2.4% |
| All | +277.2% | +199.6% | +77.6% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling