+513.6%
EWT vs BNY
+416.3%
+97.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -1.1% | -1.3% | +0.2% | -0.7% |
| 30D | +4.5% | -0.2% | +4.6% | +4.5% |
| 3M | +8.3% | +14.9% | -6.7% | +3.0% |
| 6M | +54.2% | +40.0% | +14.2% | +37.1% |
| YTD | +74.6% | +42.0% | +32.6% | +54.0% |
| 1Y | +84.9% | +56.9% | +28.0% | +57.6% |
| 3Y | +197.5% | +289.9% | -92.3% | +85.4% |
| 5Y | +150.6% | +259.2% | -108.6% | +57.3% |
| All | +513.6% | +416.3% | +97.3% | +231.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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