+65.9%
EW vs A
+64.5%
+1.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.2% |
| 7D | +4.9% | -0.5% | +5.4% | +5.0% |
| 30D | +23.9% | 0.0% | +24.0% | +23.9% |
| 3M | +15.8% | +16.7% | -0.9% | +12.1% |
| 6M | +31.7% | +54.8% | -23.2% | +19.9% |
| YTD | +25.7% | +28.8% | -3.1% | +18.8% |
| 1Y | +24.4% | +19.3% | +5.1% | +19.5% |
| 3Y | +65.9% | +65.5% | +0.3% | +50.3% |
| All | +65.9% | +64.5% | +1.4% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling