-7.2%
T vs EW
+7.6%
-14.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | -0.3% |
| 7D | -1.5% | -4.4% | +2.9% | -1.6% |
| 30D | +7.6% | -3.3% | +11.0% | +7.6% |
| 3M | +15.3% | +1.0% | +14.3% | +15.6% |
| 6M | -8.5% | +6.2% | -14.7% | -8.2% |
| YTD | +6.8% | +1.7% | +5.0% | +7.0% |
| 1Y | -7.2% | +8.1% | -15.4% | -8.5% |
| All | -7.2% | +7.6% | -14.9% | -8.5% |
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 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