+24.2%
EW vs A
+21.4%
+2.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.8% |
| 7D | +6.5% | -0.1% | +6.6% | +6.5% |
| 30D | +22.5% | +3.3% | +19.2% | +21.6% |
| 3M | +13.0% | +18.5% | -5.6% | +9.1% |
| 6M | +37.1% | +59.3% | -22.2% | +23.7% |
| YTD | +24.1% | +31.0% | -6.9% | +18.3% |
| 1Y | +24.2% | +19.3% | +4.9% | +22.2% |
| All | +24.2% | +21.4% | +2.9% | +22.2% |
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