-68.1%
U vs EWT
+152.4%
-220.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +3.3% |
| 7D | +4.5% | +1.6% | +2.8% | +2.3% |
| 30D | -0.6% | +8.2% | -8.8% | -10.5% |
| 3M | +48.4% | +11.1% | +37.4% | +23.8% |
| 6M | +115.4% | +60.4% | +54.9% | +0.4% |
| YTD | -3.2% | +75.6% | -78.8% | -61.7% |
| 1Y | -6.0% | +91.3% | -97.4% | -67.7% |
| 3Y | +13.5% | +200.3% | -186.8% | -84.3% |
| All | -68.1% | +152.4% | -220.5% | -92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling