-15.0%
EW vs RF
+42.4%
-57.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.9% |
| 7D | +6.8% | -1.6% | +8.4% | +7.1% |
| 30D | +16.6% | +5.0% | +11.6% | +15.3% |
| 3M | +13.3% | -10.0% | +23.3% | +15.8% |
| 6M | +21.6% | +3.3% | +18.3% | +20.4% |
| YTD | +18.3% | +7.9% | +10.3% | +15.6% |
| 1Y | +21.7% | +21.2% | +0.5% | +15.9% |
| 3Y | +50.3% | +105.8% | -55.5% | +22.2% |
| 5Y | -15.0% | +43.7% | -58.8% | -23.0% |
| All | -15.0% | +42.4% | -57.5% | -23.0% |
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