-8.2%
EW vs ALL
+161.6%
-169.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +4.9% | +5.0% | -0.1% | +3.8% |
| 30D | +23.9% | +13.3% | +10.6% | +20.5% |
| 3M | +15.8% | +3.2% | +12.6% | +14.8% |
| 6M | +31.7% | +25.3% | +6.3% | +24.4% |
| YTD | +25.7% | +30.5% | -4.8% | +17.3% |
| 1Y | +24.4% | +29.2% | -4.8% | +16.3% |
| 3Y | +65.9% | +119.1% | -53.2% | +35.1% |
| All | -8.2% | +161.6% | -169.8% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling