+518.1%
BE vs EWT
+127.6%
+390.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +5.8% | +7.2% | +4.0% |
| 7D | +4.5% | +3.2% | +1.3% | +0.6% |
| 30D | -20.1% | -12.3% | -7.8% | -0.4% |
| 3M | -0.8% | -3.6% | +2.8% | +8.1% |
| 6M | -26.2% | +3.1% | -29.4% | -25.3% |
| YTD | +141.1% | +57.7% | +83.4% | +29.0% |
| 1Y | +64.8% | +60.3% | +4.6% | -12.5% |
| 3Y | +1,887.4% | +163.4% | +1,724.0% | +396.7% |
| 5Y | +518.1% | +127.4% | +390.6% | +105.5% |
| All | +518.1% | +127.6% | +390.5% | +105.5% |
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