+911.5%
BE vs EW
+76.7%
+834.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.2% | +7.3% |
| 7D | +20.0% | -0.3% | +20.3% | +20.2% |
| 30D | +7.9% | +1.0% | +6.9% | +6.8% |
| 3M | -13.2% | +2.8% | -16.0% | -15.4% |
| 6M | +53.5% | +5.5% | +48.0% | +45.4% |
| YTD | +191.0% | +5.5% | +185.6% | +176.1% |
| 1Y | +360.5% | +11.0% | +349.5% | +317.8% |
| 3Y | +1,568.0% | +17.7% | +1,550.3% | +1,166.2% |
| 5Y | +1,055.2% | -25.7% | +1,080.9% | +1,198.6% |
| All | +911.5% | +76.7% | +834.8% | +483.1% |
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