-29.4%
EW vs MET
+82.8%
-112.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.4% | -3.0% |
| 7D | -4.4% | +1.1% | -5.6% | -4.7% |
| 30D | -3.3% | -2.3% | -1.0% | -2.8% |
| 3M | +1.0% | +13.9% | -12.9% | -2.5% |
| 6M | +6.2% | +34.8% | -28.6% | -2.0% |
| YTD | +1.7% | +23.5% | -21.8% | -4.2% |
| 1Y | +8.1% | +23.4% | -15.3% | +1.7% |
| 3Y | +17.1% | +64.9% | -47.8% | -0.1% |
| 5Y | -29.4% | +82.0% | -111.4% | -41.4% |
| All | -29.4% | +82.8% | -112.1% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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