+6,438.2%
EW vs ALL
+2,030.1%
+4,408.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.5% |
| 7D | -0.3% | 0.0% | -0.4% | -0.4% |
| 30D | +1.0% | -1.5% | +2.5% | +1.4% |
| 3M | +2.8% | +23.6% | -20.8% | -3.3% |
| 6M | +5.5% | +22.3% | -16.8% | -0.6% |
| YTD | +5.5% | +26.5% | -21.1% | -1.8% |
| 1Y | +11.0% | +27.0% | -16.0% | +3.1% |
| 3Y | +17.7% | +149.6% | -131.9% | -10.1% |
| 5Y | -25.7% | +118.1% | -143.8% | -42.2% |
| 10Y | +132.8% | +369.0% | -236.2% | +46.9% |
| All | +6,438.2% | +2,030.1% | +4,408.1% | +2,729.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling