+160.7%
EWT vs BTDR
+26.7%
+134.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -0.7% |
| 7D | +1.6% | +22.4% | -20.8% | +0.4% |
| 30D | +8.2% | +16.5% | -8.3% | +6.9% |
| 3M | +11.1% | -31.5% | +42.5% | +12.5% |
| 6M | +60.4% | +74.0% | -13.6% | +54.7% |
| YTD | +75.6% | +13.0% | +62.5% | +71.9% |
| 1Y | +91.3% | -0.2% | +91.6% | +87.2% |
| 3Y | +200.3% | +9.9% | +190.4% | +182.2% |
| 5Y | +156.4% | +28.1% | +128.3% | +138.1% |
| All | +160.7% | +26.7% | +134.0% | +140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling