+149.4%
EWT vs BLK
+32.0%
+117.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.1% |
| 7D | -1.1% | -3.3% | +2.2% | +0.4% |
| 30D | +4.5% | -6.5% | +11.0% | +7.5% |
| 3M | +8.3% | +6.7% | +1.5% | +4.7% |
| 6M | +54.2% | +14.7% | +39.5% | +44.3% |
| YTD | +74.6% | +2.5% | +72.1% | +70.9% |
| 1Y | +84.9% | -2.8% | +87.7% | +85.0% |
| 3Y | +197.5% | +65.9% | +131.7% | +129.8% |
| All | +149.4% | +32.0% | +117.4% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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