-29.4%
EW vs BR
+7.6%
-37.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -5.1% | -5.0% | -0.1% | -3.2% |
| 30D | -6.4% | -2.5% | -3.9% | -5.6% |
| 3M | -1.6% | +13.5% | -15.0% | -7.0% |
| 6M | +2.3% | -9.4% | +11.7% | +5.9% |
| YTD | +1.1% | -23.3% | +24.4% | +12.5% |
| 1Y | +8.0% | -31.6% | +39.6% | +27.1% |
| 3Y | +16.3% | -5.1% | +21.4% | +10.8% |
| 5Y | -29.4% | +8.2% | -37.6% | -41.8% |
| All | -29.4% | +7.6% | -37.0% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling