+6,438.2%
EW vs M
+126.2%
+6,312.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.4% | -0.2% |
| 7D | -0.3% | +4.7% | -5.1% | -1.0% |
| 30D | +1.0% | -9.6% | +10.7% | +2.4% |
| 3M | +2.8% | +0.9% | +2.0% | +2.4% |
| 6M | +5.5% | +22.3% | -16.8% | +2.1% |
| YTD | +5.5% | +6.5% | -1.1% | +3.8% |
| 1Y | +11.0% | +38.8% | -27.7% | +5.1% |
| 3Y | +17.7% | +115.9% | -98.2% | +1.2% |
| 5Y | -25.7% | +28.6% | -54.4% | -34.2% |
| 10Y | +132.8% | -2.5% | +135.3% | +89.3% |
| All | +6,438.2% | +126.2% | +6,312.0% | +4,284.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling