+513.6%
EWT vs BN
+265.2%
+248.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | -1.1% | -5.2% | +4.1% | +1.1% |
| 30D | +4.5% | -14.5% | +18.9% | +11.3% |
| 3M | +8.3% | -15.0% | +23.2% | +15.6% |
| 6M | +54.2% | -5.4% | +59.6% | +57.6% |
| YTD | +74.6% | -16.4% | +91.0% | +86.9% |
| 1Y | +84.9% | -16.2% | +101.1% | +97.4% |
| 3Y | +197.5% | +67.5% | +130.0% | +135.5% |
| 5Y | +150.6% | +34.1% | +116.5% | +111.7% |
| All | +513.6% | +265.2% | +248.5% | +221.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling