+23.7%
EW vs BP
+28.1%
-4.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | +9.3% | -6.3% | +15.6% | +8.1% |
| 30D | +22.1% | -3.6% | +25.7% | +21.3% |
| 3M | +13.0% | +5.2% | +7.8% | +13.6% |
| 6M | +30.1% | +5.3% | +24.8% | +30.6% |
| YTD | +22.0% | +33.1% | -11.1% | +24.3% |
| 1Y | +23.7% | +26.3% | -2.6% | +24.0% |
| All | +23.7% | +28.1% | -4.4% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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