+4,378.2%
EW vs BG
+1,131.5%
+3,246.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -0.3% | +2.8% | -3.1% | -0.8% |
| 30D | +1.0% | +12.0% | -11.0% | -0.7% |
| 3M | +2.8% | -7.7% | +10.5% | +3.7% |
| 6M | +5.5% | +4.5% | +1.0% | +4.2% |
| YTD | +5.5% | +35.7% | -30.2% | 0.0% |
| 1Y | +11.0% | +50.1% | -39.0% | +3.3% |
| 3Y | +17.7% | +12.6% | +5.1% | +13.2% |
| 5Y | -25.7% | +75.4% | -101.2% | -34.4% |
| 10Y | +132.8% | +150.5% | -17.7% | +86.7% |
| All | +4,378.2% | +1,131.5% | +3,246.7% | +3,330.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling