-14.6%
EW vs RF
+42.5%
-57.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +11.0% | -0.9% | +11.9% | +11.2% |
| 30D | +19.1% | +6.0% | +13.0% | +17.6% |
| 3M | +14.4% | -8.9% | +23.3% | +16.6% |
| 6M | +22.8% | +2.3% | +20.4% | +21.8% |
| YTD | +19.8% | +7.6% | +12.3% | +17.3% |
| 1Y | +23.9% | +21.2% | +2.7% | +18.0% |
| 3Y | +52.2% | +108.5% | -56.3% | +23.4% |
| All | -14.6% | +42.5% | -57.1% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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