+7,328.4%
EW vs BB
-65.1%
+7,393.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.1% | +1.0% |
| 7D | +11.0% | +3.8% | +7.2% | +10.7% |
| 30D | +19.1% | -0.3% | +19.4% | +18.9% |
| 3M | +14.4% | -0.5% | +14.8% | +13.9% |
| 6M | +22.8% | +45.9% | -23.1% | +17.8% |
| YTD | +19.8% | +130.6% | -110.8% | +10.6% |
| 1Y | +23.9% | +89.2% | -65.3% | +16.0% |
| 3Y | +52.2% | +137.5% | -85.3% | +36.9% |
| 5Y | -13.9% | -20.9% | +7.0% | -17.5% |
| 10Y | +241.9% | +25.4% | +216.5% | +197.9% |
| All | +7,328.4% | -65.1% | +7,393.4% | +5,738.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling