-1.6%
F vs EW
+26.8%
-28.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | -0.1% |
| 7D | -0.6% | +12.3% | -12.9% | -3.9% |
| 30D | +2.9% | +22.9% | -20.0% | -3.0% |
| 3M | -9.5% | +16.7% | -26.2% | -13.3% |
| 6M | +4.0% | +31.0% | -26.9% | -4.6% |
| YTD | -1.3% | +22.8% | -24.1% | -6.5% |
| All | -1.6% | +26.8% | -28.4% | -7.4% |
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