+153.3%
EWT vs BROS
+43.3%
+110.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.8% |
| 7D | +4.0% | -6.7% | +10.6% | +4.6% |
| 30D | +10.3% | -29.1% | +39.4% | +13.8% |
| 3M | +6.1% | -16.7% | +22.8% | +7.5% |
| 6M | +56.6% | -11.6% | +68.2% | +57.4% |
| YTD | +76.6% | -23.9% | +100.5% | +79.7% |
| 1Y | +97.9% | -34.8% | +132.7% | +103.6% |
| 3Y | +198.0% | +62.1% | +135.9% | +176.8% |
| All | +153.3% | +43.3% | +110.0% | +140.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling