+726.2%
EWT vs BTG
+385.9%
+340.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | +2.1% | +2.4% | -0.3% | +2.0% |
| 30D | +9.4% | +9.5% | -0.1% | +8.6% |
| 3M | +10.9% | +38.5% | -27.6% | +8.2% |
| 6M | +57.9% | +5.6% | +52.3% | +56.6% |
| YTD | +75.9% | +23.9% | +52.0% | +72.4% |
| 1Y | +89.7% | +32.1% | +57.6% | +84.8% |
| 3Y | +200.9% | +103.2% | +97.7% | +183.4% |
| 5Y | +154.5% | +79.7% | +74.8% | +139.9% |
| 10Y | +520.8% | +159.1% | +361.7% | +463.3% |
| All | +726.2% | +385.9% | +340.4% | +672.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling