+168.2%
EWT vs BTSG
+416.6%
-248.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +2.1% | +2.9% | -0.8% | +1.6% |
| 30D | +9.4% | +0.9% | +8.5% | +9.0% |
| 3M | +10.9% | +1.6% | +9.3% | +9.6% |
| 6M | +57.9% | +46.8% | +11.2% | +45.4% |
| YTD | +75.9% | +65.5% | +10.4% | +58.6% |
| 1Y | +89.7% | +136.2% | -46.5% | +61.1% |
| All | +168.2% | +416.6% | -248.4% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling