-13.5%
F vs EW
-13.2%
-0.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -0.2% | +9.3% | -9.5% | -3.7% |
| 30D | +0.9% | +22.1% | -21.2% | -6.7% |
| 3M | -11.3% | +13.0% | -24.4% | -15.6% |
| 6M | +2.0% | +30.1% | -28.1% | -8.5% |
| YTD | -3.2% | +22.0% | -25.2% | -11.3% |
| 1Y | -3.5% | +23.7% | -27.2% | -12.1% |
| 3Y | +48.1% | +62.0% | -13.9% | +16.3% |
| 5Y | -13.5% | -12.4% | -1.1% | -14.2% |
| All | -13.5% | -13.2% | -0.3% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling