+32.6%
NET vs EW
-15.6%
+48.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -5.3% |
| 7D | -16.4% | +8.3% | -24.6% | -20.6% |
| 30D | -25.8% | +13.9% | -39.8% | -31.9% |
| 3M | -11.5% | +10.9% | -22.4% | -17.8% |
| 6M | +18.9% | +19.2% | -0.3% | +5.7% |
| YTD | +35.2% | +16.6% | +18.7% | +21.0% |
| 1Y | +14.5% | +18.1% | -3.6% | +1.4% |
| 3Y | +313.8% | +48.2% | +265.7% | +153.5% |
| 5Y | +32.6% | -15.3% | +47.9% | +48.4% |
| All | +32.6% | -15.6% | +48.2% | +48.4% |
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 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