+2,481.4%
EW vs BR
+1,481.8%
+999.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +4.9% | +1.1% | +3.8% | +4.5% |
| 30D | +23.9% | +14.4% | +9.6% | +17.5% |
| 3M | +15.8% | +12.4% | +3.3% | +10.2% |
| 6M | +31.7% | +35.4% | -3.8% | +15.9% |
| YTD | +25.7% | -12.2% | +37.9% | +30.2% |
| 1Y | +24.4% | -12.7% | +37.2% | +29.2% |
| 3Y | +65.9% | +14.3% | +51.6% | +51.2% |
| 5Y | -7.6% | +19.3% | -26.9% | -18.0% |
| 10Y | +253.2% | +278.1% | -24.9% | +106.3% |
| All | +2,481.4% | +1,481.8% | +999.6% | +834.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling