+23.7%
EW vs COMP
+16.2%
+7.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | -0.1% |
| 7D | +9.3% | +7.2% | +2.1% | +8.6% |
| 30D | +22.1% | +6.4% | +15.7% | +21.3% |
| 3M | +13.0% | -19.4% | +32.5% | +14.2% |
| 6M | +30.1% | +14.6% | +15.5% | +27.9% |
| YTD | +22.0% | -5.5% | +27.5% | +18.9% |
| 1Y | +23.7% | +13.7% | +10.1% | +19.2% |
| All | +23.7% | +16.2% | +7.5% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling