+2,065.8%
EW vs BR
+1,321.0%
+744.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +1.5% |
| 7D | -0.3% | -5.3% | +4.9% | +1.7% |
| 30D | +1.0% | +6.4% | -5.4% | -1.6% |
| 3M | +2.8% | +13.6% | -10.8% | -2.8% |
| 6M | +5.5% | -6.7% | +12.2% | +7.3% |
| YTD | +5.5% | -21.1% | +26.6% | +14.1% |
| 1Y | +11.0% | -29.6% | +40.6% | +25.8% |
| 3Y | +17.7% | -2.4% | +20.1% | +14.4% |
| 5Y | -25.7% | +11.2% | -37.0% | -32.2% |
| 10Y | +132.8% | +191.8% | -59.0% | +49.1% |
| All | +2,065.8% | +1,321.0% | +744.8% | +719.7% |
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