+199.8%
EWT vs BAH
-31.4%
+231.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.1% | -1.3% | +3.5% | +2.2% |
| 30D | +9.4% | -6.6% | +16.0% | +9.5% |
| 3M | +10.9% | -7.2% | +18.0% | +11.5% |
| 6M | +57.9% | -10.0% | +67.9% | +59.0% |
| YTD | +75.9% | -12.5% | +88.4% | +77.0% |
| 1Y | +89.7% | -27.9% | +117.6% | +93.4% |
| All | +199.8% | -31.4% | +231.2% | +197.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 3y: compounded portfolio wealth divided by compounded BAH 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…
3y analysis · Full analysis span regression · 6 months rolling