+24.5%
EW vs M
+25.7%
-1.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.1% | -5.6% | +1.4% |
| 7D | +12.3% | +2.5% | +9.7% | +11.7% |
| 30D | +22.9% | +10.1% | +12.8% | +21.2% |
| 3M | +16.7% | -0.9% | +17.6% | +16.7% |
| 6M | +31.0% | +30.2% | +0.8% | +26.0% |
| YTD | +22.8% | +16.3% | +6.5% | +20.2% |
| All | +24.5% | +25.7% | -1.1% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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