+193.0%
TER vs EWT
+452.2%
-259.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.3% | -0.8% |
| 7D | -20.5% | -11.7% | -8.7% | -10.9% |
| 30D | -47.0% | -23.2% | -23.8% | -32.5% |
| 3M | -43.3% | -12.5% | -30.8% | -35.0% |
| 6M | -42.9% | -5.9% | -37.0% | -36.8% |
| YTD | +12.9% | +40.5% | -27.6% | -9.4% |
| 1Y | +18.2% | +43.7% | -25.6% | -6.7% |
| 3Y | +151.8% | +136.6% | +15.2% | +35.1% |
| 5Y | +54.2% | +105.1% | -50.9% | -4.1% |
| 10Y | +908.2% | +387.0% | +521.3% | +237.4% |
| All | +193.0% | +452.2% | -259.1% | -35.9% |
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