-3.5%
F vs EW
+25.3%
-28.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -0.7% |
| 7D | -2.1% | +6.5% | -8.6% | -3.9% |
| 30D | +3.3% | +22.5% | -19.2% | -2.5% |
| 3M | -11.3% | +13.0% | -24.3% | -14.3% |
| 6M | +5.3% | +37.1% | -31.8% | -4.6% |
| YTD | -2.2% | +24.1% | -26.3% | -7.7% |
| 1Y | -3.5% | +24.2% | -27.8% | -8.9% |
| All | -3.5% | +25.3% | -28.9% | -8.9% |
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