-68.4%
U vs EW
-14.5%
-54.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +4.8% |
| 7D | +36.6% | +11.0% | +25.6% | +29.0% |
| 30D | +13.3% | +19.1% | -5.8% | +2.8% |
| 3M | +26.2% | +14.4% | +11.8% | +16.4% |
| 6M | +88.7% | +22.8% | +66.0% | +66.9% |
| YTD | +16.6% | +19.8% | -3.2% | +3.6% |
| 1Y | +29.0% | +23.9% | +5.1% | +12.1% |
| 3Y | +99.5% | +52.2% | +47.3% | +22.7% |
| All | -68.4% | -14.5% | -54.0% | -66.4% |
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