+161.4%
EWT vs BTSG
+382.3%
-220.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.6% | +4.1% | -1.4% |
| 7D | -1.1% | -5.8% | +4.7% | -0.1% |
| 30D | +4.8% | 0.0% | +4.8% | +4.7% |
| 3M | +11.1% | -4.5% | +15.6% | +11.0% |
| 6M | +54.6% | +40.0% | +14.6% | +43.6% |
| YTD | +71.4% | +54.6% | +16.9% | +56.4% |
| 1Y | +82.1% | +106.1% | -24.0% | +58.2% |
| All | +161.4% | +382.3% | -220.9% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling