+379.4%
TER vs EWT
+594.1%
-214.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +3.9% |
| 7D | +0.6% | +4.0% | -3.3% | -2.7% |
| 30D | -8.3% | +10.3% | -18.6% | -15.5% |
| 3M | -12.2% | +6.1% | -18.3% | -14.2% |
| 6M | +17.1% | +56.6% | -39.6% | -16.9% |
| YTD | +84.7% | +76.6% | +8.1% | +19.3% |
| 1Y | +199.9% | +97.9% | +102.1% | +77.6% |
| 3Y | +232.8% | +198.0% | +34.8% | +43.7% |
| 5Y | +198.6% | +151.8% | +46.8% | +52.6% |
| 10Y | +1,669.7% | +514.1% | +1,155.6% | +375.3% |
| All | +379.4% | +594.1% | -214.7% | -15.5% |
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