-26.3%
EW vs A
-12.8%
-13.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -0.3% | -1.9% | +1.6% | +0.3% |
| 30D | +1.0% | +6.9% | -5.9% | -1.5% |
| 3M | +2.8% | +9.2% | -6.4% | -0.7% |
| 6M | +5.5% | +25.7% | -20.2% | -3.9% |
| YTD | +5.5% | +11.5% | -6.1% | +0.3% |
| 1Y | +11.0% | +18.4% | -7.3% | +2.5% |
| 3Y | +17.7% | +26.6% | -8.9% | +0.5% |
| All | -26.3% | -12.8% | -13.5% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling