+32.5%
F vs EW
+7,833.4%
-7,800.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.5% |
| 7D | +1.4% | +6.8% | -5.4% | -0.4% |
| 30D | +2.0% | +16.6% | -14.5% | -2.1% |
| 3M | -10.4% | +13.3% | -23.7% | -13.4% |
| 6M | +9.7% | +21.6% | -11.9% | +3.8% |
| YTD | -1.2% | +18.3% | -19.5% | -6.0% |
| 1Y | 0.0% | +21.7% | -21.7% | -5.6% |
| 3Y | +41.1% | +50.3% | -9.2% | +24.1% |
| 5Y | -11.4% | -15.0% | +3.6% | -11.4% |
| 10Y | +85.0% | +237.5% | -152.5% | +33.4% |
| All | +32.5% | +7,833.4% | -7,800.9% | -44.2% |
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 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