+33.6%
TER vs EW
+26.0%
+7.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.1% |
| 7D | -8.9% | +9.3% | -18.2% | -10.1% |
| 30D | -39.1% | +22.1% | -61.1% | -41.3% |
| 3M | -32.8% | +13.0% | -45.8% | -33.8% |
| 6M | -31.7% | +30.1% | -61.8% | -39.0% |
| YTD | +26.9% | +22.0% | +4.9% | +19.3% |
| 1Y | +33.6% | +23.7% | +9.9% | +24.7% |
| All | +33.6% | +26.0% | +7.6% | +24.7% |
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