+199.2%
EWT vs BUD
+47.7%
+151.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +1.6% | +0.8% | +0.9% | +1.5% |
| 30D | +8.2% | -4.8% | +13.0% | +9.2% |
| 3M | +11.1% | +1.4% | +9.7% | +10.3% |
| 6M | +60.4% | +9.9% | +50.6% | +55.8% |
| YTD | +75.6% | +26.3% | +49.2% | +65.7% |
| 1Y | +91.3% | +36.1% | +55.2% | +77.5% |
| All | +199.2% | +47.7% | +151.5% | +170.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling