-14.6%
EW vs S
-67.4%
+52.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.1% |
| 7D | +11.0% | -13.4% | +24.4% | +13.2% |
| 30D | +19.1% | -14.0% | +33.1% | +21.3% |
| 3M | +14.4% | +4.9% | +9.5% | +12.5% |
| 6M | +22.8% | +42.0% | -19.2% | +14.6% |
| YTD | +19.8% | +45.1% | -25.3% | +10.7% |
| 1Y | +23.9% | +33.1% | -9.2% | +15.7% |
| 3Y | +52.2% | +40.6% | +11.6% | +35.5% |
| All | -14.6% | -67.4% | +52.8% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling