+166.1%
B vs EW
+51.9%
+114.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | +9.6% | +11.0% | -1.4% | +7.7% |
| 30D | +3.5% | +19.1% | -15.5% | +0.6% |
| 3M | -1.6% | +14.4% | -15.9% | -3.8% |
| 6M | -1.7% | +22.8% | -24.4% | -5.1% |
| YTD | -5.3% | +19.8% | -25.1% | -8.3% |
| 1Y | +27.2% | +23.9% | +3.3% | +22.6% |
| 3Y | +166.1% | +52.2% | +113.9% | +138.9% |
| All | +166.1% | +51.9% | +114.2% | +138.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling