+24.5%
EW vs ALL
+28.9%
-4.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.5% |
| 7D | +12.3% | -3.9% | +16.1% | +12.6% |
| 30D | +22.9% | +10.6% | +12.3% | +22.0% |
| 3M | +16.7% | -4.6% | +21.3% | +17.1% |
| 6M | +31.0% | +20.2% | +10.8% | +30.0% |
| YTD | +22.8% | +23.7% | -0.9% | +21.9% |
| All | +24.5% | +28.9% | -4.3% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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