+911.5%
BE vs EWT
+376.8%
+534.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.9% | +5.5% | +4.6% |
| 7D | +20.0% | +4.0% | +16.0% | +13.5% |
| 30D | +7.9% | +10.3% | -2.4% | -6.0% |
| 3M | -13.2% | +6.1% | -19.3% | -17.0% |
| 6M | +53.5% | +56.6% | -3.2% | -17.2% |
| YTD | +191.0% | +76.6% | +114.4% | +32.3% |
| 1Y | +360.5% | +97.9% | +262.7% | +84.5% |
| 3Y | +1,568.0% | +198.0% | +1,370.0% | +268.1% |
| 5Y | +1,055.2% | +151.8% | +903.4% | +241.2% |
| All | +911.5% | +376.8% | +534.7% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling