+175.9%
B vs EW
+60.7%
+115.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.9% |
| 7D | -2.7% | +6.5% | -9.1% | -3.7% |
| 30D | -4.3% | +22.5% | -26.8% | -7.4% |
| 3M | -2.3% | +13.0% | -15.3% | -4.3% |
| 6M | -16.2% | +37.1% | -53.3% | -20.6% |
| YTD | -8.8% | +24.1% | -32.9% | -12.2% |
| 1Y | +11.4% | +24.2% | -12.9% | +7.2% |
| All | +175.9% | +60.7% | +115.2% | +161.0% |
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