+7,328.4%
EW vs BP
+221.3%
+7,107.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +11.0% | -11.6% | +22.6% | +13.9% |
| 30D | +19.1% | 0.0% | +19.0% | +18.7% |
| 3M | +14.4% | +6.7% | +7.6% | +12.1% |
| 6M | +22.8% | +2.2% | +20.6% | +21.1% |
| YTD | +19.8% | +33.0% | -13.2% | +10.6% |
| 1Y | +23.9% | +30.7% | -6.8% | +14.6% |
| 3Y | +52.2% | +44.2% | +8.0% | +35.3% |
| 5Y | -13.9% | +105.1% | -119.1% | -31.6% |
| 10Y | +241.9% | +133.5% | +108.3% | +148.4% |
| All | +7,328.4% | +221.3% | +7,107.1% | +4,474.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling