+105.5%
B vs EW
-7.9%
+113.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.9% |
| 7D | -7.3% | +4.9% | -12.2% | -8.2% |
| 30D | -3.3% | +23.9% | -27.3% | -7.2% |
| 3M | -7.8% | +15.8% | -23.5% | -10.4% |
| 6M | -15.5% | +31.7% | -47.2% | -20.1% |
| YTD | -12.3% | +25.7% | -37.9% | -16.3% |
| 1Y | +5.4% | +24.4% | -19.1% | +0.6% |
| 3Y | +165.5% | +65.9% | +99.7% | +131.8% |
| All | +105.5% | -7.9% | +113.5% | +95.3% |
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