+25.3%
U vs EW
+24.1%
+1.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.8% | +4.9% | -2.1% | +1.4% |
| 30D | +7.6% | +24.1% | -16.5% | +2.3% |
| 3M | +12.7% | +13.7% | -1.0% | +9.5% |
| 6M | +87.0% | +32.7% | +54.3% | +75.3% |
| YTD | +13.6% | +24.1% | -10.5% | +11.1% |
| 1Y | +25.3% | +23.6% | +1.7% | +22.7% |
| All | +25.3% | +24.1% | +1.2% | +22.7% |
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