+166.2%
EWT vs BTSG
+389.4%
-223.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.4% | +1.6% |
| 7D | -1.1% | -3.3% | +2.2% | -0.6% |
| 30D | +4.5% | -1.6% | +6.0% | +4.6% |
| 3M | +8.3% | -6.9% | +15.2% | +8.7% |
| 6M | +54.2% | +42.1% | +12.1% | +42.9% |
| YTD | +74.6% | +56.8% | +17.8% | +58.9% |
| 1Y | +84.9% | +109.8% | -24.9% | +60.2% |
| All | +166.2% | +389.4% | -223.2% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling