+149.4%
EWT vs BTDR
+20.7%
+128.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.6% |
| 7D | -1.1% | -3.4% | +2.3% | -0.9% |
| 30D | +4.5% | +32.6% | -28.1% | +2.5% |
| 3M | +8.3% | -32.2% | +40.5% | +9.8% |
| 6M | +54.2% | +52.4% | +1.9% | +49.7% |
| YTD | +74.6% | +6.7% | +67.9% | +71.5% |
| 1Y | +84.9% | -15.2% | +100.1% | +82.3% |
| 3Y | +197.5% | +14.9% | +182.6% | +180.6% |
| All | +149.4% | +20.7% | +128.8% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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