+157.6%
B vs EW
-25.6%
+183.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | +9.4% | +1.0% | +8.4% | +9.1% |
| 3M | +5.0% | +2.8% | +2.2% | +4.3% |
| 6M | -3.5% | +5.5% | -9.0% | -4.7% |
| YTD | +4.5% | +5.5% | -1.0% | +3.1% |
| 1Y | +67.8% | +11.0% | +56.7% | +63.9% |
| 3Y | +196.7% | +17.7% | +179.0% | +178.9% |
| All | +157.6% | -25.6% | +183.2% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling