-15.0%
EW vs COMP
-28.0%
+12.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.2% | +9.6% | +2.4% |
| 7D | +6.8% | -1.8% | +8.6% | +6.9% |
| 30D | +16.6% | -0.8% | +17.3% | +16.4% |
| 3M | +13.3% | -28.1% | +41.5% | +17.2% |
| 6M | +21.6% | +27.0% | -5.4% | +16.6% |
| YTD | +18.3% | -12.8% | +31.0% | +17.4% |
| 1Y | +21.7% | +4.9% | +16.8% | +18.0% |
| 3Y | +50.3% | +321.0% | -270.7% | +13.7% |
| 5Y | -15.0% | -25.6% | +10.6% | -19.3% |
| All | -15.0% | -28.0% | +12.9% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling