+149.4%
EWT vs BR
+8.0%
+141.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -1.1% | -3.0% | +1.8% | -0.5% |
| 30D | +4.5% | -0.3% | +4.7% | +4.4% |
| 3M | +8.3% | +17.3% | -9.0% | +3.6% |
| 6M | +54.2% | -6.7% | +60.9% | +57.3% |
| YTD | +74.6% | -23.4% | +98.0% | +89.2% |
| 1Y | +84.9% | -32.7% | +117.6% | +109.4% |
| 3Y | +197.5% | -5.9% | +203.4% | +194.7% |
| All | +149.4% | +8.0% | +141.4% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling