+675.5%
BE vs EW
+105.8%
+569.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.5% | +9.4% | +10.2% |
| 7D | -1.2% | +12.3% | -13.5% | -8.9% |
| 30D | -30.9% | +22.9% | -53.8% | -40.2% |
| 3M | -11.6% | +16.7% | -28.3% | -21.3% |
| 6M | -25.7% | +31.0% | -56.7% | -39.6% |
| YTD | +123.1% | +22.8% | +100.3% | +89.2% |
| 1Y | +43.4% | +25.6% | +17.8% | +20.3% |
| 3Y | +1,683.6% | +62.0% | +1,621.7% | +947.1% |
| 5Y | +465.4% | -12.8% | +478.2% | +463.3% |
| All | +675.5% | +105.8% | +569.7% | +299.6% |
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