+78.2%
U vs EWT
+157.1%
-78.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +3.0% |
| 7D | +2.8% | +13.2% | -10.4% | -5.8% |
| 30D | +7.6% | -14.3% | +21.9% | +19.2% |
| 3M | +12.7% | -8.4% | +21.1% | +17.2% |
| 6M | +87.0% | +3.7% | +83.2% | +67.1% |
| YTD | +13.6% | +53.1% | -39.5% | -34.8% |
| 1Y | +25.3% | +55.5% | -30.2% | -29.4% |
| All | +78.2% | +157.1% | -78.9% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling