+64.8%
BE vs EW
+25.3%
+39.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +1.7% | +11.2% | +12.2% |
| 7D | +4.5% | +6.5% | -2.0% | +2.1% |
| 30D | -20.1% | +22.5% | -42.6% | -26.3% |
| 3M | -0.8% | +13.0% | -13.8% | -5.1% |
| 6M | -26.2% | +37.1% | -63.3% | -38.3% |
| YTD | +141.1% | +24.1% | +117.0% | +122.9% |
| 1Y | +64.8% | +24.2% | +40.6% | +53.8% |
| All | +64.8% | +25.3% | +39.5% | +53.8% |
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