+7,232.4%
EW vs RF
+272.2%
+6,960.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.7% |
| 7D | +6.8% | -1.6% | +8.4% | +7.0% |
| 30D | +16.6% | +5.0% | +11.6% | +15.8% |
| 3M | +13.3% | -10.0% | +23.3% | +14.9% |
| 6M | +21.6% | +3.3% | +18.3% | +20.9% |
| YTD | +18.3% | +7.9% | +10.3% | +16.8% |
| 1Y | +21.7% | +21.2% | +0.5% | +18.3% |
| 3Y | +50.3% | +105.8% | -55.5% | +34.6% |
| 5Y | -15.0% | +43.7% | -58.8% | -21.0% |
| 10Y | +237.5% | +289.4% | -52.0% | +169.5% |
| All | +7,232.4% | +272.2% | +6,960.1% | +4,994.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling