+319.2%
EW vs P
+449.6%
-130.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -16.4% | +17.9% | +4.0% |
| 7D | +6.8% | -31.9% | +38.7% | +12.9% |
| 30D | +16.6% | -36.5% | +53.1% | +24.2% |
| 3M | +13.3% | +11.6% | +1.7% | +9.0% |
| 6M | +21.6% | +25.2% | -3.6% | +13.1% |
| YTD | +18.3% | +39.4% | -21.2% | +6.8% |
| 1Y | +21.7% | -3.7% | +25.4% | +16.1% |
| 3Y | +50.3% | +167.3% | -117.0% | +9.9% |
| 5Y | -15.0% | +237.3% | -252.4% | -42.4% |
| 10Y | +237.5% | +698.6% | -461.2% | +91.5% |
| All | +319.2% | +449.6% | -130.5% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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