+199.8%
TER vs EW
+11.0%
+188.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.4% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | -8.3% | +1.0% | -9.4% | -8.8% |
| 3M | -12.2% | +2.8% | -15.0% | -14.0% |
| 6M | +17.0% | +5.5% | +11.5% | +12.4% |
| YTD | +84.6% | +5.5% | +79.1% | +77.2% |
| 1Y | +199.8% | +11.0% | +188.8% | +181.1% |
| All | +199.8% | +11.0% | +188.8% | +181.1% |
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