+199.8%
EWT vs BP
+37.6%
+162.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.1% |
| 7D | +2.1% | +4.0% | -1.9% | +1.4% |
| 30D | +9.4% | +7.8% | +1.5% | +7.9% |
| 3M | +10.9% | +8.4% | +2.5% | +9.2% |
| 6M | +57.9% | +15.1% | +42.9% | +51.3% |
| YTD | +75.9% | +36.4% | +39.5% | +59.5% |
| 1Y | +89.7% | +40.9% | +48.8% | +69.6% |
| All | +199.8% | +37.6% | +162.2% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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