+270.7%
B vs EW
+7,937.2%
-7,666.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +9.6% | +11.0% | -1.4% | +8.4% |
| 30D | +3.5% | +19.1% | -15.5% | +1.6% |
| 3M | -1.6% | +14.4% | -15.9% | -3.1% |
| 6M | -1.7% | +22.8% | -24.4% | -4.0% |
| YTD | -5.3% | +19.8% | -25.1% | -7.3% |
| 1Y | +27.2% | +23.9% | +3.3% | +24.1% |
| 3Y | +166.1% | +52.2% | +113.9% | +151.3% |
| 5Y | +136.5% | -13.9% | +150.4% | +133.7% |
| 10Y | +172.2% | +241.9% | -69.7% | +136.0% |
| All | +270.7% | +7,937.2% | -7,666.6% | +159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling