+638.7%
EWT vs BRKR
+172.5%
+466.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | -1.1% | -8.7% | +7.5% | +0.2% |
| 30D | +4.5% | -9.9% | +14.3% | +6.0% |
| 3M | +8.3% | -3.1% | +11.3% | +7.8% |
| 6M | +54.2% | +45.5% | +8.7% | +43.6% |
| YTD | +74.6% | +13.7% | +60.9% | +68.2% |
| 1Y | +84.9% | +67.4% | +17.5% | +67.2% |
| 3Y | +197.5% | -13.2% | +210.7% | +190.1% |
| 5Y | +150.6% | -39.5% | +190.1% | +154.6% |
| 10Y | +516.1% | +153.5% | +362.6% | +400.0% |
| All | +638.7% | +172.5% | +466.2% | +353.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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