+3.5%
B vs EW
+24.1%
-20.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -6.2% | +4.9% | -11.1% | -7.3% |
| 30D | -6.6% | +24.1% | -30.7% | -10.8% |
| 3M | -7.9% | +13.7% | -21.6% | -10.3% |
| 6M | -16.8% | +32.7% | -49.5% | -22.3% |
| YTD | -11.7% | +24.1% | -35.8% | -15.5% |
| 1Y | +3.5% | +23.6% | -20.1% | -0.6% |
| All | +3.5% | +24.1% | -20.6% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling