+207.8%
TER vs EW
+60.7%
+147.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +24.0% | +4.9% | +19.0% | +22.0% |
| 30D | -30.6% | +24.1% | -54.7% | -36.2% |
| 3M | -34.5% | +13.7% | -48.2% | -37.8% |
| 6M | -26.4% | +32.7% | -59.1% | -35.2% |
| YTD | +36.4% | +24.1% | +12.3% | +23.7% |
| 1Y | +47.4% | +23.6% | +23.8% | +33.9% |
| All | +207.8% | +60.7% | +147.1% | +149.4% |
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