+32.6%
XYZ vs EWT
+52.9%
-20.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.2% | -3.6% | +1.2% |
| 7D | +14.9% | -5.0% | +19.9% | +16.5% |
| 30D | +14.7% | -16.3% | +31.0% | +21.5% |
| 3M | +12.1% | -7.2% | +19.3% | +14.1% |
| 6M | +18.3% | -0.5% | +18.8% | +14.2% |
| YTD | +36.1% | +50.6% | -14.5% | +1.0% |
| All | +32.6% | +52.9% | -20.4% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling