+197.5%
EWT vs BG
+18.0%
+179.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.6% | +2.0% |
| 7D | -1.1% | +3.1% | -4.2% | -1.5% |
| 30D | +4.5% | +10.2% | -5.8% | +3.1% |
| 3M | +8.3% | -1.7% | +9.9% | +8.4% |
| 6M | +54.2% | +1.0% | +53.3% | +53.7% |
| YTD | +74.6% | +39.9% | +34.7% | +66.8% |
| 1Y | +84.9% | +53.2% | +31.7% | +74.2% |
| 3Y | +197.5% | +16.3% | +181.3% | +181.9% |
| All | +197.5% | +18.0% | +179.6% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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