+65.9%
EW vs S
+41.6%
+24.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +4.9% | +2.0% | +2.9% | +4.6% |
| 30D | +23.9% | -2.7% | +26.7% | +24.0% |
| 3M | +15.8% | -6.9% | +22.6% | +15.9% |
| 6M | +31.7% | +38.1% | -6.4% | +25.3% |
| YTD | +25.7% | +48.0% | -22.3% | +17.9% |
| 1Y | +24.4% | +34.5% | -10.0% | +18.0% |
| 3Y | +65.9% | +38.3% | +27.5% | +55.1% |
| All | +65.9% | +41.6% | +24.3% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling