+154.5%
EWT vs BN
+33.2%
+121.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.0% |
| 7D | +2.1% | -3.0% | +5.1% | +3.5% |
| 30D | +9.4% | -13.0% | +22.4% | +16.1% |
| 3M | +10.9% | -15.2% | +26.1% | +19.0% |
| 6M | +57.9% | -5.9% | +63.9% | +61.8% |
| YTD | +75.9% | -15.8% | +91.7% | +88.2% |
| 1Y | +89.7% | -12.2% | +101.9% | +99.0% |
| 3Y | +200.9% | +72.2% | +128.7% | +132.8% |
| 5Y | +154.5% | +33.2% | +121.3% | +112.7% |
| All | +154.5% | +33.2% | +121.3% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling