+229.5%
TER vs EWT
+485.8%
-256.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.6% |
| 7D | -8.9% | -3.7% | -5.2% | -5.1% |
| 30D | -39.1% | -17.2% | -21.9% | -27.1% |
| 3M | -32.8% | -7.3% | -25.4% | -26.5% |
| 6M | -31.7% | -1.5% | -30.2% | -27.2% |
| YTD | +26.9% | +49.0% | -22.1% | -3.0% |
| 1Y | +33.6% | +50.6% | -17.0% | +1.5% |
| 3Y | +181.5% | +148.9% | +32.6% | +44.9% |
| 5Y | +76.1% | +116.1% | -39.9% | +5.0% |
| 10Y | +1,006.2% | +427.8% | +578.4% | +247.6% |
| All | +229.5% | +485.8% | -256.3% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling