+27.7%
EXC vs EW
+51.9%
-24.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.0% |
| 7D | -1.2% | +11.0% | -12.2% | -1.7% |
| 30D | +10.0% | +19.1% | -9.1% | +9.0% |
| 3M | +1.6% | +14.4% | -12.7% | +0.9% |
| 6M | +3.3% | +22.8% | -19.5% | +2.3% |
| YTD | +7.6% | +19.8% | -12.3% | +6.7% |
| 1Y | +3.5% | +23.9% | -20.4% | +2.4% |
| 3Y | +27.7% | +52.2% | -24.6% | +17.0% |
| All | +27.7% | +51.9% | -24.3% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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