+55.3%
BE vs EW
+19.7%
+35.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.4% | -10.8% | -7.9% |
| 7D | -12.1% | +8.3% | -20.4% | -14.7% |
| 30D | -30.1% | +13.9% | -44.0% | -33.3% |
| 3M | -12.1% | +10.9% | -23.1% | -15.7% |
| 6M | -30.6% | +19.2% | -49.8% | -36.3% |
| YTD | +130.6% | +16.6% | +114.1% | +117.3% |
| 1Y | +55.3% | +18.1% | +37.2% | +45.2% |
| All | +55.3% | +19.7% | +35.6% | +45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling