+7,515.3%
EW vs BB
-63.2%
+7,578.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -3.0% | +2.1% |
| 7D | +12.3% | +15.0% | -2.7% | +11.1% |
| 30D | +22.9% | +3.5% | +19.4% | +22.3% |
| 3M | +16.7% | +2.7% | +14.0% | +16.0% |
| 6M | +31.0% | +44.7% | -13.8% | +25.8% |
| YTD | +22.8% | +143.3% | -120.4% | +13.0% |
| 1Y | +25.6% | +102.2% | -76.6% | +17.0% |
| 3Y | +62.0% | +156.1% | -94.1% | +44.9% |
| 5Y | -12.8% | -17.6% | +4.8% | -16.6% |
| 10Y | +239.8% | +29.0% | +210.8% | +195.3% |
| All | +7,515.3% | -63.2% | +7,578.4% | +5,860.8% |
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