+8.0%
EW vs BB
+100.8%
-92.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | -5.1% | +1.8% | -6.9% | -5.1% |
| 30D | -6.4% | -12.2% | +5.9% | -6.2% |
| 3M | -1.6% | -12.3% | +10.8% | -1.8% |
| 6M | +2.3% | +122.7% | -120.4% | +1.8% |
| YTD | +1.1% | +104.5% | -103.4% | +0.4% |
| 1Y | +8.0% | +106.7% | -98.7% | +7.0% |
| All | +8.0% | +100.8% | -92.8% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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