+1,227.8%
BE vs EWT
+152.9%
+1,074.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.2% |
| 7D | +23.9% | +2.1% | +21.8% | +20.1% |
| 30D | +27.8% | +9.4% | +18.5% | +12.0% |
| 3M | +3.7% | +10.9% | -7.1% | -7.4% |
| 6M | +78.0% | +57.9% | +20.0% | -8.8% |
| YTD | +209.9% | +75.9% | +134.0% | +35.7% |
| 1Y | +389.6% | +89.7% | +299.9% | +98.7% |
| 3Y | +1,730.6% | +200.9% | +1,529.7% | +253.5% |
| 5Y | +1,227.8% | +154.5% | +1,073.3% | +272.7% |
| All | +1,227.8% | +152.9% | +1,074.9% | +272.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling