-24.7%
U vs EW
+22.2%
-46.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +4.8% |
| 7D | +36.6% | +11.0% | +25.6% | +29.4% |
| 30D | +13.3% | +19.1% | -5.8% | +3.3% |
| 3M | +26.2% | +14.4% | +11.8% | +16.9% |
| 6M | +88.7% | +22.8% | +66.0% | +68.0% |
| YTD | +16.6% | +19.8% | -3.2% | +4.2% |
| 1Y | +29.0% | +23.9% | +5.1% | +12.9% |
| 3Y | +99.5% | +52.2% | +47.3% | +30.4% |
| 5Y | -66.1% | -13.9% | -52.2% | -65.8% |
| All | -24.7% | +22.2% | -46.9% | -28.8% |
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