+1,449.6%
NET vs EW
+23.0%
+1,426.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -7.0% | -0.3% | -6.6% | -6.8% |
| 30D | -4.8% | +1.0% | -5.8% | -5.5% |
| 3M | +3.8% | +2.8% | +1.0% | +1.8% |
| 6M | +50.0% | +5.5% | +44.6% | +45.2% |
| YTD | +41.5% | +5.5% | +36.0% | +36.4% |
| 1Y | +32.8% | +11.0% | +21.8% | +23.4% |
| 3Y | +335.9% | +17.7% | +318.2% | +251.7% |
| 5Y | +113.8% | -25.7% | +139.6% | +137.1% |
| All | +1,449.6% | +23.0% | +1,426.5% | +1,233.2% |
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