+159.7%
TER vs EWT
+136.8%
+22.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.3% | -2.8% |
| 7D | -20.5% | -11.7% | -8.7% | -5.3% |
| 30D | -47.0% | -23.2% | -23.8% | -22.9% |
| 3M | -43.3% | -12.5% | -30.8% | -30.3% |
| 6M | -42.9% | -5.9% | -37.0% | -34.3% |
| YTD | +12.9% | +40.5% | -27.6% | -20.2% |
| 1Y | +18.2% | +43.7% | -25.6% | -18.5% |
| All | +159.7% | +136.8% | +22.9% | -4.3% |
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