+33.2%
BE vs EW
+26.0%
+7.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.1% |
| 7D | -13.4% | +9.3% | -22.6% | -16.2% |
| 30D | -33.9% | +22.1% | -56.0% | -38.8% |
| 3M | -12.0% | +13.0% | -25.0% | -15.9% |
| 6M | -29.0% | +30.1% | -59.0% | -38.3% |
| YTD | +113.4% | +22.0% | +91.4% | +98.1% |
| 1Y | +33.2% | +23.7% | +9.5% | +21.5% |
| All | +33.2% | +26.0% | +7.2% | +21.5% |
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 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