+15,578.5%
FIX vs EW
+7,833.4%
+7,745.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.5% | -13.0% | -12.0% |
| 7D | -27.2% | +6.8% | -34.0% | -28.7% |
| 30D | -46.9% | +16.6% | -63.5% | -49.2% |
| 3M | -44.4% | +13.3% | -57.7% | -46.6% |
| 6M | -50.9% | +21.6% | -72.5% | -53.9% |
| YTD | +3.5% | +18.3% | -14.7% | -2.2% |
| 1Y | -2.1% | +21.7% | -23.8% | -8.2% |
| 3Y | +418.7% | +50.3% | +368.4% | +346.6% |
| 5Y | +894.6% | -15.0% | +909.6% | +876.3% |
| 10Y | +3,465.5% | +237.5% | +3,228.0% | +2,287.7% |
| All | +15,578.5% | +7,833.4% | +7,745.1% | +5,194.9% |
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 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