+590.1%
EWT vs BTI
+3,467.9%
-2,877.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +1.6% | -1.4% | +3.0% | +2.1% |
| 30D | +8.2% | -7.0% | +15.2% | +10.4% |
| 3M | +11.1% | -6.3% | +17.4% | +12.4% |
| 6M | +60.4% | -2.0% | +62.4% | +59.6% |
| YTD | +75.6% | +0.2% | +75.4% | +73.3% |
| 1Y | +91.3% | +3.8% | +87.5% | +86.5% |
| 3Y | +200.3% | +112.1% | +88.2% | +130.3% |
| 5Y | +156.4% | +113.6% | +42.8% | +94.3% |
| 10Y | +495.8% | +69.6% | +426.2% | +366.9% |
| All | +590.1% | +3,467.9% | -2,877.7% | +336.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling