+533.2%
XYZ vs EWT
+600.3%
-67.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -2.8% |
| 7D | -1.0% | +4.0% | -4.9% | -5.3% |
| 30D | -1.7% | +10.3% | -12.0% | -12.1% |
| 3M | +16.7% | +6.1% | +10.7% | +5.3% |
| 6M | +26.9% | +56.6% | -29.8% | -29.5% |
| YTD | +27.1% | +76.6% | -49.4% | -39.5% |
| 1Y | +9.3% | +97.9% | -88.6% | -55.2% |
| 3Y | +42.3% | +198.0% | -155.7% | -68.2% |
| 5Y | -69.3% | +151.8% | -221.1% | -90.9% |
| 10Y | +586.8% | +514.1% | +72.7% | -17.7% |
| All | +533.2% | +600.3% | -67.1% | -29.3% |
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