+452.3%
EWT vs BUD
-2.1%
+454.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +9.1% | +1.0% | +8.1% | +8.8% |
| 30D | -12.2% | +6.7% | -18.9% | -14.1% |
| 3M | -9.4% | +5.7% | -15.1% | -11.2% |
| 6M | +2.7% | +5.8% | -3.2% | +0.1% |
| YTD | +53.3% | +34.4% | +18.9% | +39.0% |
| 1Y | +59.2% | +33.3% | +25.9% | +44.6% |
| 3Y | +157.1% | +48.8% | +108.3% | +122.6% |
| 5Y | +119.6% | +52.5% | +67.1% | +85.7% |
| All | +452.3% | -2.1% | +454.4% | +383.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling