+759.6%
EXC vs EW
+6,974.1%
-6,214.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | -3.7% | +1.0% | -4.8% | -3.9% |
| 3M | -1.3% | +2.8% | -4.1% | -1.9% |
| 6M | -9.7% | +5.5% | -15.2% | -10.8% |
| YTD | +2.9% | +5.5% | -2.6% | +1.5% |
| 1Y | +4.4% | +11.0% | -6.7% | +1.9% |
| 3Y | +22.2% | +17.7% | +4.5% | +15.0% |
| 5Y | +46.7% | -25.7% | +72.5% | +47.9% |
| 10Y | +155.3% | +132.8% | +22.5% | +108.9% |
| All | +759.6% | +6,974.1% | -6,214.5% | +309.6% |
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