+219.1%
TER vs EWT
+154.5%
+64.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +5.0% |
| 7D | +11.0% | +1.6% | +9.3% | +8.5% |
| 30D | -1.9% | +8.2% | -10.1% | -11.7% |
| 3M | -0.7% | +11.1% | -11.7% | -11.6% |
| 6M | +36.4% | +60.4% | -24.1% | -24.9% |
| YTD | +92.4% | +75.6% | +16.9% | -5.0% |
| 1Y | +213.5% | +91.3% | +122.2% | +39.6% |
| 3Y | +277.2% | +200.3% | +77.0% | -9.8% |
| 5Y | +219.1% | +156.4% | +62.8% | +4.2% |
| All | +219.1% | +154.5% | +64.7% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling