-14.6%
EW vs M
-11.5%
-3.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +1.9% |
| 7D | +11.0% | -4.3% | +15.3% | +11.6% |
| 30D | +19.1% | +1.3% | +17.8% | +18.8% |
| 3M | +14.4% | -7.4% | +21.7% | +15.3% |
| 6M | +22.8% | +18.3% | +4.4% | +19.4% |
| YTD | +19.8% | +7.6% | +12.2% | +17.7% |
| 1Y | +23.9% | +17.4% | +6.5% | +20.1% |
| 3Y | +52.2% | +108.4% | -56.1% | +31.1% |
| All | -14.6% | -11.5% | -3.1% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling