+513.6%
EWT vs BTG
+159.3%
+354.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.8% |
| 7D | -1.1% | -3.8% | +2.6% | -0.7% |
| 30D | +4.5% | +3.6% | +0.8% | +3.9% |
| 3M | +8.3% | +32.0% | -23.8% | +4.4% |
| 6M | +54.2% | +3.4% | +50.9% | +52.3% |
| YTD | +74.6% | +20.8% | +53.8% | +69.2% |
| 1Y | +84.9% | +22.4% | +62.5% | +78.3% |
| 3Y | +197.5% | +91.7% | +105.8% | +170.8% |
| 5Y | +150.6% | +79.0% | +71.6% | +127.5% |
| All | +513.6% | +159.3% | +354.3% | +438.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling