+6,438.2%
EW vs RF
+298.6%
+6,139.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.3% | +1.3% | -1.7% | -0.5% |
| 30D | +1.0% | -3.6% | +4.7% | +1.5% |
| 3M | +2.8% | +8.1% | -5.3% | +1.7% |
| 6M | +5.5% | +11.5% | -6.0% | +3.8% |
| YTD | +5.5% | +15.6% | -10.1% | +3.2% |
| 1Y | +11.0% | +15.7% | -4.6% | +8.6% |
| 3Y | +17.7% | +86.9% | -69.2% | +6.6% |
| 5Y | -25.7% | +89.8% | -115.6% | -33.4% |
| 10Y | +132.8% | +344.7% | -211.9% | +83.0% |
| All | +6,438.2% | +298.6% | +6,139.6% | +4,403.1% |
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