+798.6%
EXC vs EW
+7,937.2%
-7,138.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.2% |
| 7D | -1.2% | +11.0% | -12.2% | -3.0% |
| 30D | +10.0% | +19.1% | -9.1% | +6.6% |
| 3M | +1.6% | +14.4% | -12.7% | -0.9% |
| 6M | +3.3% | +22.8% | -19.5% | -0.6% |
| YTD | +7.6% | +19.8% | -12.3% | +3.7% |
| 1Y | +3.5% | +23.9% | -20.4% | -1.0% |
| 3Y | +27.7% | +52.2% | -24.6% | +14.7% |
| 5Y | +41.1% | -13.9% | +55.0% | +38.6% |
| 10Y | +178.2% | +241.9% | -63.7% | +114.8% |
| All | +798.6% | +7,937.2% | -7,138.7% | +318.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling