+38.1%
O vs EW
+51.9%
-13.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | +3.7% | +11.0% | -7.3% | +3.1% |
| 30D | +11.2% | +19.1% | -7.9% | +10.1% |
| 3M | -4.0% | +14.4% | -18.3% | -4.8% |
| 6M | -5.2% | +22.8% | -28.0% | -6.4% |
| YTD | +9.5% | +19.8% | -10.3% | +8.3% |
| 1Y | +10.6% | +23.9% | -13.3% | +9.1% |
| 3Y | +38.1% | +52.2% | -14.1% | +21.5% |
| All | +38.1% | +51.9% | -13.8% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling