+1,251.0%
BE vs EW
-28.5%
+1,279.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.5% | +13.2% | +11.5% |
| 7D | +29.8% | -4.4% | +34.2% | +32.5% |
| 30D | +26.4% | -3.3% | +29.7% | +28.1% |
| 3M | +9.3% | +1.0% | +8.3% | +7.8% |
| 6M | +105.1% | +6.2% | +98.8% | +95.2% |
| YTD | +219.0% | +1.7% | +217.3% | +212.2% |
| 1Y | +418.8% | +8.1% | +410.6% | +389.1% |
| 3Y | +1,784.6% | +17.1% | +1,767.5% | +1,401.1% |
| 5Y | +1,251.0% | -29.4% | +1,280.3% | +1,625.2% |
| All | +1,251.0% | -28.5% | +1,279.5% | +1,625.2% |
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 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