+1,874.3%
BE vs EWT
+164.9%
+1,709.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +5.8% | +7.2% | +4.3% |
| 7D | +4.5% | +3.2% | +1.3% | +0.9% |
| 30D | -20.1% | -12.3% | -7.8% | -1.2% |
| 3M | -0.8% | -3.6% | +2.8% | +8.0% |
| 6M | -26.2% | +3.1% | -29.4% | -24.7% |
| YTD | +141.1% | +57.7% | +83.4% | +37.2% |
| 1Y | +64.8% | +60.3% | +4.6% | -6.9% |
| All | +1,874.3% | +164.9% | +1,709.4% | +383.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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