+149.4%
EWT vs BTI
+118.0%
+31.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +4.5% | -1.1% | +5.5% | +4.6% |
| 3M | +8.3% | -8.8% | +17.0% | +9.4% |
| 6M | +54.2% | -4.0% | +58.2% | +53.8% |
| YTD | +74.6% | +0.4% | +74.2% | +72.4% |
| 1Y | +84.9% | +1.9% | +83.0% | +82.0% |
| 3Y | +197.5% | +108.5% | +89.0% | +139.7% |
| All | +149.4% | +118.0% | +31.4% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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