+18.1%
EW vs S
+36.5%
-18.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.7% | +4.3% |
| 7D | +8.3% | -8.2% | +16.5% | +8.8% |
| 30D | +13.9% | -7.6% | +21.5% | +14.3% |
| 3M | +10.9% | +12.0% | -1.1% | +9.7% |
| 6M | +19.2% | +50.6% | -31.3% | +15.5% |
| YTD | +16.6% | +56.6% | -40.0% | +12.1% |
| 1Y | +18.1% | +39.2% | -21.2% | +14.3% |
| All | +18.1% | +36.5% | -18.4% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling