+580.0%
XYZ vs EWT
+493.5%
+86.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.6% |
| 7D | +2.9% | +1.6% | +1.2% | +0.9% |
| 30D | +1.4% | +8.2% | -6.8% | -7.6% |
| 3M | +14.6% | +11.1% | +3.5% | -2.3% |
| 6M | +20.8% | +60.4% | -39.7% | -36.4% |
| YTD | +23.1% | +75.6% | -52.5% | -42.9% |
| 1Y | +5.6% | +91.3% | -85.7% | -56.5% |
| 3Y | +50.9% | +200.3% | -149.4% | -69.3% |
| 5Y | -68.6% | +156.4% | -224.9% | -91.4% |
| 10Y | +580.0% | +495.8% | +84.2% | -27.8% |
| All | +580.0% | +493.5% | +86.5% | -27.8% |
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