+335.7%
TER vs EW
+6,974.1%
-6,638.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.4% |
| 7D | +0.6% | -0.3% | +1.0% | +0.8% |
| 30D | -8.3% | +1.0% | -9.3% | -8.8% |
| 3M | -12.2% | +2.8% | -15.0% | -13.7% |
| 6M | +17.1% | +5.5% | +11.6% | +14.0% |
| YTD | +84.7% | +5.5% | +79.2% | +79.6% |
| 1Y | +199.9% | +11.0% | +188.9% | +185.0% |
| 3Y | +232.8% | +17.7% | +215.1% | +200.6% |
| 5Y | +198.6% | -25.7% | +224.3% | +218.9% |
| 10Y | +1,669.7% | +132.8% | +1,536.9% | +1,156.6% |
| All | +335.7% | +6,974.1% | -6,638.4% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling