+668.0%
BE vs EWT
+313.9%
+354.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.1% | -5.1% |
| 7D | +10.8% | +9.1% | +1.7% | -2.0% |
| 30D | -19.8% | -12.2% | -7.6% | -1.1% |
| 3M | -18.7% | -9.4% | -9.3% | -3.3% |
| 6M | -33.7% | +2.7% | -36.4% | -32.1% |
| YTD | +121.0% | +53.3% | +67.7% | +26.6% |
| 1Y | +85.4% | +59.2% | +26.2% | +1.6% |
| 3Y | +1,709.5% | +157.1% | +1,552.4% | +407.7% |
| 5Y | +462.2% | +119.6% | +342.6% | +106.5% |
| All | +668.0% | +313.9% | +354.1% | +50.5% |
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 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