+54.6%
TER vs EW
-14.5%
+69.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.0% |
| 7D | -20.5% | +11.0% | -31.5% | -24.6% |
| 30D | -47.0% | +19.1% | -66.1% | -51.5% |
| 3M | -43.3% | +14.4% | -57.6% | -47.4% |
| 6M | -42.9% | +22.8% | -65.7% | -49.5% |
| YTD | +12.9% | +19.8% | -6.9% | +1.2% |
| 1Y | +18.2% | +23.9% | -5.7% | +4.1% |
| 3Y | +151.8% | +52.2% | +99.6% | +86.6% |
| All | +54.6% | -14.5% | +69.0% | +62.4% |
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 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