+2,926.4%
V vs EWT
+679.2%
+2,247.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.8% | -1.9% |
| 7D | -1.7% | +4.0% | -5.7% | -3.7% |
| 30D | +2.0% | +10.3% | -8.3% | -3.3% |
| 3M | +17.4% | +6.1% | +11.3% | +11.5% |
| 6M | +17.5% | +56.6% | -39.1% | -11.1% |
| YTD | +7.6% | +76.6% | -69.0% | -24.1% |
| 1Y | +7.7% | +97.9% | -90.1% | -29.3% |
| 3Y | +54.7% | +198.0% | -143.3% | -22.9% |
| 5Y | +73.0% | +151.8% | -78.7% | -5.2% |
| 10Y | +390.9% | +514.1% | -123.3% | +57.8% |
| All | +2,926.4% | +679.2% | +2,247.2% | +638.6% |
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