+97.9%
EWT vs BROS
-35.3%
+133.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.8% |
| 7D | +4.0% | -6.7% | +10.6% | +4.9% |
| 30D | +10.3% | -29.1% | +39.4% | +15.4% |
| 3M | +6.1% | -16.7% | +22.8% | +7.2% |
| 6M | +56.6% | -11.6% | +68.2% | +55.6% |
| YTD | +76.6% | -23.9% | +100.5% | +77.2% |
| 1Y | +97.9% | -34.8% | +132.7% | +88.7% |
| All | +97.9% | -35.3% | +133.2% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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