+7,328.4%
EW vs A
+148.8%
+7,179.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.9% |
| 7D | +11.0% | -0.1% | +11.1% | +11.0% |
| 30D | +19.1% | +3.4% | +15.7% | +18.1% |
| 3M | +14.4% | +23.8% | -9.5% | +8.6% |
| 6M | +22.8% | +49.0% | -26.2% | +11.0% |
| YTD | +19.8% | +29.4% | -9.6% | +11.8% |
| 1Y | +23.9% | +19.4% | +4.5% | +17.7% |
| 3Y | +52.2% | +66.2% | -14.0% | +31.4% |
| 5Y | -13.9% | +15.8% | -29.7% | -19.5% |
| 10Y | +241.9% | +326.1% | -84.2% | +146.1% |
| All | +7,328.4% | +148.8% | +7,179.6% | +4,543.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling