+273.8%
EW vs P
+485.4%
-211.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | -0.3% | +6.5% | -6.9% | -1.4% |
| 30D | +1.0% | +18.8% | -17.8% | -2.3% |
| 3M | +2.8% | +26.7% | -23.9% | -2.4% |
| 6M | +5.5% | +62.2% | -56.7% | -5.0% |
| YTD | +5.5% | +48.5% | -43.0% | -4.3% |
| 1Y | +11.0% | +26.4% | -15.4% | +2.0% |
| 3Y | +17.7% | +159.4% | -141.7% | -11.9% |
| 5Y | -25.7% | +275.8% | -301.5% | -49.9% |
| 10Y | +132.8% | +732.0% | -599.2% | +33.0% |
| All | +273.8% | +485.4% | -211.6% | +112.5% |
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