-14.6%
EW vs D
+12.5%
-27.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | +11.0% | +3.0% | +8.0% | +10.3% |
| 30D | +19.1% | +11.5% | +7.6% | +16.3% |
| 3M | +14.4% | +3.7% | +10.6% | +13.4% |
| 6M | +22.8% | +13.5% | +9.2% | +19.2% |
| YTD | +19.8% | +20.7% | -0.9% | +14.3% |
| 1Y | +23.9% | +18.2% | +5.7% | +18.7% |
| 3Y | +52.2% | +73.3% | -21.1% | +29.5% |
| All | -14.6% | +12.5% | -27.0% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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