+63.8%
EW vs BR
+14.4%
+49.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +4.9% | -1.3% | +6.2% | +5.2% |
| 30D | +24.1% | +13.7% | +10.4% | +21.4% |
| 3M | +13.7% | +13.8% | -0.1% | +11.1% |
| 6M | +32.7% | +29.7% | +3.0% | +26.5% |
| YTD | +24.1% | -12.6% | +36.7% | +26.8% |
| 1Y | +23.6% | -12.4% | +36.1% | +26.3% |
| All | +63.8% | +14.4% | +49.4% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling