-39.0%
U vs EWT
+269.0%
-308.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -3.2% |
| 7D | -3.8% | +4.0% | -7.8% | -8.2% |
| 30D | +17.5% | +10.3% | +7.1% | +4.1% |
| 3M | +38.7% | +6.1% | +32.6% | +23.8% |
| 6M | +104.4% | +56.6% | +47.8% | +5.2% |
| YTD | -5.7% | +76.6% | -82.3% | -59.7% |
| 1Y | +3.7% | +97.9% | -94.2% | -62.5% |
| 3Y | +12.3% | +198.0% | -185.7% | -79.3% |
| 5Y | -68.8% | +151.8% | -220.6% | -92.6% |
| All | -39.0% | +269.0% | -308.0% | -89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling