+593.0%
BE vs EW
+100.7%
+492.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +2.5% |
| 7D | -14.7% | +11.0% | -25.7% | -20.9% |
| 30D | -40.5% | +19.1% | -59.6% | -47.5% |
| 3M | -24.3% | +14.4% | -38.7% | -31.8% |
| 6M | -39.3% | +22.8% | -62.1% | -48.5% |
| YTD | +99.4% | +19.8% | +79.6% | +71.7% |
| 1Y | +26.6% | +23.9% | +2.7% | +6.9% |
| 3Y | +1,616.9% | +52.2% | +1,564.7% | +955.9% |
| 5Y | +441.4% | -13.9% | +455.3% | +442.0% |
| All | +593.0% | +100.7% | +492.2% | +262.6% |
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