+638.0%
XYZ vs EWT
+418.9%
+219.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.2% | -3.6% | -4.1% |
| 7D | +14.9% | -5.0% | +19.9% | +19.6% |
| 30D | +14.7% | -16.3% | +31.0% | +36.2% |
| 3M | +12.1% | -7.2% | +19.3% | +17.4% |
| 6M | +18.3% | -0.5% | +18.8% | +8.0% |
| YTD | +36.1% | +50.6% | -14.5% | -28.0% |
| 1Y | +35.3% | +54.8% | -19.5% | -31.3% |
| 3Y | +73.5% | +155.5% | -82.0% | -59.9% |
| 5Y | -61.6% | +116.4% | -178.0% | -87.9% |
| 10Y | +638.0% | +421.4% | +216.6% | -12.6% |
| All | +638.0% | +418.9% | +219.1% | -12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling