+199.8%
EWT vs BN
+71.3%
+128.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.1% |
| 7D | +2.1% | -3.0% | +5.1% | +3.5% |
| 30D | +9.4% | -13.0% | +22.4% | +16.3% |
| 3M | +10.9% | -15.2% | +26.1% | +19.2% |
| 6M | +57.9% | -5.9% | +63.9% | +61.8% |
| YTD | +75.9% | -15.8% | +91.7% | +88.3% |
| 1Y | +89.7% | -12.2% | +101.9% | +99.0% |
| All | +199.8% | +71.3% | +128.5% | +140.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling