+18.1%
EW vs A
+24.4%
-6.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +4.2% |
| 7D | +8.3% | -2.4% | +10.6% | +8.8% |
| 30D | +13.9% | +3.6% | +10.3% | +13.1% |
| 3M | +10.9% | +27.5% | -16.6% | +5.7% |
| 6M | +19.2% | +58.5% | -39.2% | +7.9% |
| YTD | +16.6% | +31.2% | -14.6% | +11.1% |
| 1Y | +18.1% | +22.2% | -4.1% | +14.9% |
| All | +18.1% | +24.4% | -6.3% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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