+71.7%
TER vs EW
-7.9%
+79.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -6.0% |
| 7D | +14.4% | +4.9% | +9.5% | +11.9% |
| 30D | -30.6% | +23.9% | -54.5% | -37.6% |
| 3M | -39.2% | +15.8% | -55.0% | -43.8% |
| 6M | -31.3% | +31.7% | -62.9% | -41.1% |
| YTD | +29.1% | +25.7% | +3.4% | +13.3% |
| 1Y | +47.4% | +24.4% | +23.0% | +30.1% |
| 3Y | +191.2% | +65.9% | +125.4% | +106.3% |
| All | +71.7% | -7.9% | +79.6% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling