+24.4%
EW vs BG
+8.3%
+16.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.4% |
| 7D | +4.9% | +2.6% | +2.3% | +5.1% |
| 30D | +23.9% | -6.7% | +30.6% | +23.1% |
| 3M | +15.8% | -9.3% | +25.0% | +14.6% |
| 6M | +31.7% | -18.3% | +50.0% | +30.0% |
| YTD | +25.7% | +16.2% | +9.5% | +20.3% |
| 1Y | +24.4% | +7.6% | +16.8% | +20.6% |
| All | +24.4% | +8.3% | +16.1% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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