+14.5%
NET vs EW
+19.7%
-5.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -4.3% |
| 7D | -16.4% | +8.3% | -24.6% | -19.0% |
| 30D | -25.8% | +13.9% | -39.8% | -29.8% |
| 3M | -11.5% | +10.9% | -22.4% | -15.4% |
| 6M | +18.9% | +19.2% | -0.3% | +9.6% |
| YTD | +35.2% | +16.6% | +18.7% | +24.8% |
| 1Y | +14.5% | +18.1% | -3.6% | +4.7% |
| All | +14.5% | +19.7% | -5.2% | +4.7% |
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