-14.6%
EW vs ALL
+143.1%
-157.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +2.3% |
| 7D | +11.0% | -1.9% | +13.0% | +11.4% |
| 30D | +19.1% | +13.8% | +5.3% | +15.6% |
| 3M | +14.4% | -7.0% | +21.3% | +16.0% |
| 6M | +22.8% | +18.0% | +4.7% | +17.6% |
| YTD | +19.8% | +24.2% | -4.4% | +13.0% |
| 1Y | +23.9% | +31.2% | -7.3% | +15.2% |
| 3Y | +52.2% | +107.5% | -55.3% | +25.6% |
| All | -14.6% | +143.1% | -157.6% | -30.0% |
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