-22.7%
U vs EWT
+220.3%
-243.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.1% |
| 7D | +2.6% | +9.1% | -6.6% | -7.2% |
| 30D | +27.6% | -12.2% | +39.8% | +41.8% |
| 3M | +15.3% | -9.4% | +24.7% | +22.3% |
| 6M | +96.4% | +2.7% | +93.7% | +68.9% |
| YTD | +19.6% | +53.3% | -33.7% | -42.8% |
| 1Y | +42.1% | +59.2% | -17.1% | -35.7% |
| 3Y | +87.5% | +157.1% | -69.6% | -60.9% |
| 5Y | -73.1% | +119.6% | -192.8% | -92.8% |
| All | -22.7% | +220.3% | -243.0% | -84.4% |
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