-8.2%
EW vs M
-3.3%
-4.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | +4.9% | +7.0% | -2.1% | +3.9% |
| 30D | +23.9% | +8.9% | +15.0% | +22.4% |
| 3M | +15.8% | +4.5% | +11.3% | +14.8% |
| 6M | +31.7% | +36.2% | -4.6% | +25.6% |
| YTD | +25.7% | +15.1% | +10.6% | +22.3% |
| 1Y | +24.4% | +27.4% | -3.0% | +19.2% |
| 3Y | +65.9% | +160.1% | -94.3% | +37.9% |
| All | -8.2% | -3.3% | -4.9% | -14.6% |
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