+55.2%
EWT vs BR
-14.2%
+69.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -0.5% |
| 7D | -10.9% | +7.0% | -17.8% | -9.4% |
| 30D | -17.7% | +19.0% | -36.7% | -14.5% |
| 3M | -5.0% | +13.1% | -18.1% | -2.1% |
| 6M | +7.4% | +24.6% | -17.3% | +14.2% |
| YTD | +52.8% | -13.6% | +66.4% | +58.3% |
| 1Y | +55.2% | -13.1% | +68.3% | +60.4% |
| All | +55.2% | -14.2% | +69.4% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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