+21.4%
U vs EW
+23.2%
-1.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -1.9% |
| 7D | +24.4% | +9.3% | +15.1% | +21.5% |
| 30D | +7.4% | +22.1% | -14.7% | +2.6% |
| 3M | +16.8% | +13.0% | +3.8% | +13.7% |
| 6M | +78.8% | +30.1% | +48.7% | +68.7% |
| YTD | +14.0% | +22.0% | -8.0% | +11.8% |
| All | +21.4% | +23.2% | -1.7% | +19.3% |
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