-0.8%
F vs EW
+23.2%
-24.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.1% |
| 7D | +1.6% | +11.0% | -9.5% | -1.5% |
| 30D | +2.6% | +19.1% | -16.4% | -2.4% |
| 3M | -8.8% | +14.4% | -23.2% | -12.2% |
| 6M | +4.6% | +22.8% | -18.1% | -2.4% |
| YTD | -1.9% | +19.8% | -21.7% | -6.4% |
| 1Y | -0.8% | +23.9% | -24.7% | -7.5% |
| All | -0.8% | +23.2% | -24.0% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling