-38.4%
U vs EWT
+258.2%
-296.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | +1.8% |
| 7D | 0.0% | -1.1% | +1.1% | +1.1% |
| 30D | -4.1% | +4.8% | -8.9% | -9.9% |
| 3M | +57.8% | +11.1% | +46.7% | +32.7% |
| 6M | +103.5% | +54.6% | +48.9% | +5.7% |
| YTD | -4.8% | +71.4% | -76.2% | -57.9% |
| 1Y | -2.4% | +82.1% | -84.5% | -60.5% |
| 3Y | +11.7% | +193.2% | -181.6% | -79.2% |
| 5Y | -68.9% | +146.1% | -215.0% | -92.3% |
| All | -38.4% | +258.2% | -296.7% | -88.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling