+1.3%
U vs EWT
+85.6%
-84.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.8% | +2.7% | +3.6% |
| 7D | +5.5% | -1.1% | +6.7% | +6.1% |
| 30D | -1.3% | +4.5% | -5.7% | -3.6% |
| 3M | +64.6% | +8.3% | +56.3% | +55.3% |
| 6M | +119.4% | +54.2% | +65.1% | +54.2% |
| YTD | -0.5% | +74.6% | -75.1% | -41.5% |
| 1Y | +1.3% | +84.9% | -83.6% | -39.0% |
| All | +1.3% | +85.6% | -84.3% | -39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling