+573.9%
EWT vs BLK
+5,744.3%
-5,170.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | -1.1% | -5.2% | +4.1% | +0.9% |
| 30D | +4.8% | -7.0% | +11.8% | +7.6% |
| 3M | +11.1% | +5.7% | +5.5% | +8.5% |
| 6M | +54.6% | +11.0% | +43.6% | +48.2% |
| YTD | +71.4% | +0.9% | +70.6% | +69.8% |
| 1Y | +82.1% | -1.6% | +83.7% | +81.6% |
| 3Y | +193.2% | +64.5% | +128.8% | +139.4% |
| 5Y | +146.1% | +30.9% | +115.2% | +114.9% |
| 10Y | +505.0% | +275.1% | +229.9% | +245.3% |
| All | +573.9% | +5,744.3% | -5,170.4% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling