+52.2%
EW vs COMP
+353.8%
-301.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.7% | -9.4% | +0.6% |
| 7D | +11.0% | +13.4% | -2.4% | +10.0% |
| 30D | +19.1% | +11.1% | +8.0% | +18.1% |
| 3M | +14.4% | -18.8% | +33.2% | +15.6% |
| 6M | +22.8% | +10.5% | +12.3% | +21.2% |
| YTD | +19.8% | -3.4% | +23.2% | +18.4% |
| 1Y | +23.9% | +19.7% | +4.2% | +20.7% |
| 3Y | +52.2% | +381.6% | -329.4% | +25.9% |
| All | +52.2% | +353.8% | -301.6% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling